Daddyeaux, Agreed on the moves nowadays, nothing compared to the 1980's, which I wish I was part of from the standpoint of a local trader. Now...
Daddyeaux, If you like the longer-term stuff buy the FOB. PIMCO currently has this position on and is continuing to add to it as we hit a...
Yes, both bearish positions vs. long futures at delta-neutral levels, covered put spread and covered ITM puts. When they do covered stuff it is...
Riskarb, Two Goldman prop options plays today: buying 10,000 Sep 103-105 Put spreads vs. 105-22.5 and 23.5 in Sep futures and buying 5,000 June...
I think every hedge fund and their mother had the short US Treasuries vs. long Gold trade on and we are seeing the aftermath of that trade this...
JohnL, A few guys were talking about the flight-to-quality from the EM's earlier this week, but nothing on that front today really. I can tell...
Advantage Futures bought almost 10,000 5yr notes in the pit today from 25 the whole way up to 29.5. Think it was maybe Citadel buying them, not...
Brumfield big seller up here to JP Morgan in tens at 00.5, about 4000 total traded in pit, then Goldman came in a bit later and sold 1000 as well....
The Japs are still long 10,000 or so of the June 106 puts in the 30yr and maybe will roll them in the coming weeks. Other than that they have no...
Very noticeably absent in the whole CBOT complex (the Japs put buying that is). They have done nothing over the last month or so.
Duestche Bank 7000 total, and Carr has also bought 5000 on the day, I bet same guy as Goldman yesterday.
Something fishy up in the 2yr pit, Duestche Bank has paid 20.75 up to 21 on 5000, 2000 more holding on the 21 bid. Also hearing that the big...
Looking at repo rates ahead of the 10yr auction no one is really squeezing anyone else and the real money accounts for the most part are still...
All the big boys still short the 2yr (since about 4.68% in cash) vs. every once in awhile getting long the 10yr to leg into a flattener at...
Riskarb, So this is a play that the movements in the NOB spread will become more normalized (i.e. that we flatten the NOB in an uptrade and...
2 day total on this NOB strangle package is 27,000 x 16,000, pretty much same levels. This NOB is gonna make a big move soon, all of this seems...
We were very dead yesterday, although seems like someone at Goldman is short and continues to sit on the offer around 105-08 give or take a few...
Abby Cohen of Goldman was out with the 4.30% 10yr cash yield by the end of the year, curve would be massively inverted under that scenario. Look...
The crazies were out today in Fed Fund options, we think a Duestche Bank london trader bought about 65,000 of the Fed Fund May 9500 puts, can you...
Can't remember who was talking about the options NOB, but they are back again today, sold 8,800 Sep 02 puts in ten year and bought 5,300 Sep 01...
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