In an interview for German daily newspaper FAZ German Bundesbank President is urging for further rate hikes citing markets underestimating global risks http://www.faz.net/s/RubEC1ACFE1EE2...5699A584430486285B~ATpl~Ecommon~Scontent.html I think the Goldman guys were right to sell 107, 108, 109 10 yr note straddles ( by the way 75.000 lots ) ooooppppppssss.....
Yep, they are doing pretty well with vol back below 4% in March, which is where most of the shorts are. They actually covered lots of their Jan and Feb. Their vol position actually becomes slightly long as they aren't short the 107 strike, net long 35,000 at that strike.
ECB's Weber Signals Support for More Rate Increases http://www.bloomberg.com/apps/news?pid=newsarchive&sid=alX7ifig31hY