Flows are mixed with prices consolidating around the 11608 to 10 area. As you can see some large bets for a move above 11700 along with decent buying of Feb. 116 and 114 puts delta neutral.
Some of the larger Eurodollar flows are listed below. Fed Funds are also listed. Floor sources indicate some bets are being placed that the Fed Will raise rates in June, thus there is buying of June put spreads vs. selling the May. Also yesterday dealers were selling June 9975 calls and buying the May 9975 calls. That is where the action and price differentials could perform.
| TY | |||||
| House | Buy/Sell | Quantity | Strike | Price | Futures |
| 116 | B | 6,000 | F117c | .07,.08,.09 | 11613 - 13.5 |
| 355 | B | 7,500 | G114p | .13 | ^11609.5 |
| 116 | B | 3,000 | G116p | .50 | 11607.5 |
| TJM | B | 10,000 | H117/118cs | .24 | 11609/10 |
| 560 | B | 3,000 | H117.5c | .45 | 11608.5/09 |
| 685 | S | 2,000 | G116p | .49 | ^11609 |
| 000 | S | 3,000 | H114.5/119.5 combo | .25 put over | 11608/09 |
| ED | |||||
| 714 | S | 15,000 | EDU0 9837.5/9862.5ps | see below | N/A |
| 714 | B | 15,000 | EOZ9700/9725ps | 5.5 | N/A |
| 714 | B | 5,000 | EDH11 93/96/98cfly | 5.5 | N/A |
| TJM | B | 2,500 | EDZO 9950c | see below | N/A |
| TJM | S | 2,500 | EDZ0 9775/9825ps | 4.5 | N/A |
| FF | |||||
| House | Buy/Sell | Quantity | Strike | Price | Futures |
| 825 | Sold | 500 | K62/68/75p Fly | .5 | K9974+-5 |
| 690 | Bot | 500 | K62/68/75p Fly | .5 | K9974+-5 |
| 287 | Bot | 5000 | F75p | .25 | F9986-6+ |
| 444 | Sold | 5000 | F75p | .25 | F9986-6+ |
| 560 | Sold | 5000 | Z87c | .25 | Z9987-87+ |
| 374 | Bot | 1000 | Z87c | .25 | Z9987-87+ |
| 815 | Bot | 600 | F87c | .75 | F9986-6+ |
| 560 | Bot | 500 | Z87c | .25 | Z9987-87+ |
| 825 | Sold | 2500 | K+/M-50/62p Cal | .50 | |
| 714 | Bot | 1000 | K-/M+ 30/62p Cal | .5 | |
| 690 | Bot | 1650 | Z87c | .25 | Z9987-87+ |
| 374 | Bot | 500 | J50p | 1.25 | J9979-9+ |
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