Not that I know of, but will let you know if I hear of someone quoting. There are 2 guys besides myself in the bond room that quote and at one...
As always CBOT flavor includes the guy that knew about the number 30 minutes before, bought over 10,000 Dec 108 10yr puts after an initial RFQ 17...
Goldman counting the money they printed today, along with that huge dealer that sold 10yr futures outright a point higher.
Ok, so Goldman prop completed their 107 conversion today now putting them flat that strike after getting smoked (even the best are wrong...
Goldman buying the Dec/March calendar in 10yr futures. They have paid -3 the last two days on probably 30,000. The pit is saying it is early...
Nope. Have been staying nimble and doing well playing the long side in futures the last few days. I think Dec 107 puts are somewhat cheap around...
You don't need to be in the pits to know market positioning. These position develop over weeks and sometimes month's time. Definitely get a...
Agree with FIFO in the 5yr. It has actually helped the 2yr note, but definitely was hurting the 5yr for a little while. This should be a good...
We got our short covering and Goldman to add insult to injury sold another 1,000 Dec 107 straddles at 55 ticks to mark their position for the...
Goldman prop selling Dec 107 straddles versus futures from 106-22 to 106-26 over the last two days, total of 20,000+. New position, against long...
Anyone hear about the Bank of America liquidation of nearly 100 billion in MBS (mortgage-backed securities). I believe this story came out last...
That would be pretty interesting with the Canadian notes if someone like PIMCO ever got involved there because of yield differentials. How much...
Treasury has always been suspicious of dealer trading activities, most of it due to 10yr futures open interest that is WAY more than any of the...
Add the 5yr Treasury futures (at this point much more important than the 30yr futures) as well if you are going to do Eurodollars. And according...
Volatility is getting smoked since CPI since it printed exactly on the money at +.2. Nov 107 straddle in the 10yr options traded 43 pre-CPI and...
Squeeze of some funds that got short below 107-00 on Friday and yesterday. Now we are starting to downtick a bit again. Bought a few Nov 106...
Might be useful looking at say a 5yr TIPS (generally the maturity used to ultimately gauge effectiveness of Fed policy) chart to see market...
Hearing a few very prominent locals that mainly trade the spreads in the pit have pretty much blown out . . . some are saying up to 20 million in...
JPM sizable 5yr options play about 15 minutes ago. Nov 104-104.5 put spread 1x2 paid 3 ticks for the 104.5 puts 15,000 x 30,000 times. Have done...
I usually stick to option lotto ticket style plays on NFP, especially during the first hour or two of trading afterward. I have had the opinion...
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