Todays Briefing Circulated 0930
cst. Forward command.
Good
morning from
Forward Opts. Intel – declassified
and suject
- EDU 9950 puts traded 172K yesterday O.I. rose
87K – casualties manageable
- EDU 9937.5 puts traded 126K open
interest rose 45K – casualties and my summation – if’n a cowboy gets drunk
– these boys are ready – translates to watch equity markets and
- Sovereign cds.
- EDU0 9962.5 calls – the dummy leg on
this wmd traded 74K with OI dropping 8K
Note 1st reports
presented hear are preliminary: I repeat preliminary – exercise caution and due
diligence when approaching these figure – as they are subject to revision.
High priority items on docket all units
listen up.
·
Further reports
will target upcoming report from
·
Their actions are
and will cause further destabilization in the MBS and long end of Treasury
curve.
·
This information
is classified: Contact moving forward 01 312 432 5083 – ask for Major Revision –
if he is not there Staff Sargent Tom Pantelis is on duty
Below are some highlights from yesterdays battle flows – and further down are todays intel. Flows. “We are in the fight of our lives Ladies I shit you not – Stand firm.”
Semper Phi
Major Ulysis A Revision.
From Thurs. - conflict flows cut off mid-morning - had to engage for most the session>
| Paper | B | 500 | EDU0 96 straddles | 8.5 | 9961 |
| JP Morg | B | 10,000 | EDU093/95/96 p fly | 2 | N/A |
| Paper | S | 25,000 | EDU0 93/95 ps vs. 96 call | 2 call over | N/A |
| Fortis | S | 500 | EDH195 straddles | 28.5 | 9946 |
| New edge | B | 10,000 | EDZ0 93/95 p spred | 2.5 | N/A |
| Paper | B | 500 | 90/92/95 p fly | 1.25 | N/A |
| RJO | S | 500 | EDU0 96 strads | 9 | N/A |
| Paper | B | 2,000 | EDQ096 calls | 0.75 | 9960 |
| Paper | B | 5,000 | EDU096 calls | 3 | N/A |
| Paper | S | 2,000 | EDZ92/95 p spread | 4 | 9952.5/53 |
| New edge | B | 5,000 | EDU0 p spread | 1.75 | 9959 |
Reports from the floor include but not limited to the following:
| 8/13/2010 | |||||
| Screen this A.M. | |||||
| edu0 95put trades 2.25 to 2.5, 750 | |||||
| edu0 93/95 put spread trades 1.25, 1000 | |||||
| edu0 96/97 call spread trades 3.5, 1000 | |||||
| edz0 92/95 put spread trades 3.5, 500 | |||||
| edz0 96 call trades 4.5, 500 | |||||
| edz0 93 call covered 9954 delta 60 trades 22.5, 1000 | |||||
| edq0 95 call trades 10.5, 1000 | |||||
| ICAP | B | 5,000 | EDU093/95/96 p fly | 1.5 | 9960.5 |
| CCM | B | 500 | EDH182/87/92 p fly | 2.5 | 9946 |
| straddles: | |||||
| edQ0 9962 f=9960 | |||||
| edU0 9962 8/8.5 | |||||
| edV0 9950 15.5/16.5 shorts | |||||
| edZ0 9950 21/22 f=9953 EOQ 9925 | |||||
| edH1 9950 27.5/28 f=9946 EOU 9925 15/16 | |||||
| edM1 9937 37/38 f=9937 EOV 9912 21/22 | |||||
| EOZ 9912 30.5/31.5 | |||||
| reds EOH 9887 49.5/51 | |||||
| edU1 9925 48.5/49.5 f 9923 EOM 9875 63.5/64.5 | |||||
| edZ1 9912 58.5/59.5 f=9905 | |||||
| edH2 9887 74/75 f=9888 | |||||
| edM2 9875 83.5/84.5 f=9870 | |||||
| Paper | B | 1,000 | EDZ9925 puts | 5.5 | 9953/53.5 |
| Paper | B | 1,000 | EOU92 strad | 15.5 | |
| Paper | B | 2,000 | EDU093/95 p spread | 1.25 | N/A |
| Paper | B | 1,500 | EDZ095/96 c 1X2 | 3.25 | 9954 |
| Paper | B | 5,000 | EOU86/88 p spred | 1 | N/A |
| Fed Funds | |||||
| New edge | B | 250 | FFZ9950 p | 0.25 | N/A |
| New edge | B | 150 | XZ50/56 p stupid - stupid | 1 | N/A |
| 1st Op. | S | 1,000 | FFU81/87 c spread | 1.5 | N/A |
| TY | |||||
| Man | S | 1,000 | TYU125c | 0.5 | ^125'14 |
| Morg St | B | 1,000 | TYZ128c | 0.32 | 125'14.5/15 |
| CCM | S | 1,000 | TYU119.5/121 p spread | 0.05 | 125'14/14.5 |
| Paper | S | 1,000 | TYV124.5 stradds | 2.03 | 12513/14 |
| Smith B | S | 2,000 | TYU126.5 c | 0.12 | 12515/15.5 |
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