Today’s activity once again quite brisk in 10yr option pit. Players are listed below. I personally found it interesting that a group of economists aka limp wristed ninnies decided the recession ended last June. Tell that to the masses of unemployed and under employed. Regardless I wonder if it means anything in terms of today’s FOMC pronouncement. Most I have spoken with feel no. One intel service mentioned that they could consider more qe the timing of which might not come along till after the Nov. elections. No one seems to feel any door has been opened in terms of allowing the Fed to suggest anything other than rates are poised to remain low for an extended period etc. Just some wishful thinking on my part.
Larger players from this a.m.'s session listed below.
| 9/21/2010 | |||||
| Screen this a.m.: | |||||
| edh1 9950 call trades 15, 500 | |||||
| edv0 9950 put trades 1.5, 2500 | |||||
| edu0 9900/9925 p/s trades 5, 1000 | |||||
| edz0 9925/9975 strangle trades 3.5, 1000 | |||||
| Paper | B | 4,000 | EOV9900p | 2 | 9920.5 |
| Paper | B/S | 500 | EDU2 9875 strad | 94 | N/A |
| Paper | B | 500 | tommi oct 92/93 c spread | 1.5 | 9921 |
| Paper | B | 500 | EDM1 9950 strad | 0.33 | 9946 |
| Paper | B | 3,000 | EOZ9812p | 1 | N/A |
| 30yr. Opts | |||||
| Mann | S | 2,000 | USZ134c | 1.55 and 1.56 | N/A |
| New Edge | S | 500 | USX128p | 0.59 | ^13100 |
| Paper | S | 1,500 | USV128/134 combo's | 0.01 | 13024 |
| 5yr. | |||||
| Bache | S | 6,000 | FVV119.5/121 combo | even put over | 12004 to 05 |
| 2yr. | |||||
| New Edge | B | 1,000 | TUZ109.5/109.75c1X2 | 3 | N/A |
| 10yr. Opts | |||||
| New Edge | B | 2,000 | TYV123/124 p spread | 0.14 | ^12421 |
| Mann | B | 3,000 | TYV126.5c | 0.06 | N/A |
| Paper | S | 1,000 | TYX126.5/127 c stupid | 0.45 | ^12422 |
| New Edge | B | 500 | TYV126/126.5/127 c fly | 0.02 | N/A |
| Paper | B | 5,000 | TYV123/124 p spread | 0.14 | ^12421 |
| New Edge | B | 2,000 | TYV123p | 0.05 | 12421.5/22 |
| Mann | S | 2,000 | TYV124.5 strad | 1.07 to 1.09 | 12422/23 |
| RJO | B | 1,000 | TYX124.5 strad | 2.07 | ^12423 |
| Mann | S | 2,000 | TYV126c | 0.12 | ^12423 |
| Paper | S | 500 | TYV125c | 0.31 | 12423.5/24 |
| CCM | B | 2,000 | TYX122p | 0.14 | 12423/23.5 |
| New Edge | B | 2,000 | TYV123p | 0.05 | 12423.5/24 |
| Paper | B | 1,500 | TYV122.5/124 pspread | 0.18 | ^12421 |
| CCM | S | 5,000 | TYX122.5p | 0.19 | ^12422 |
| New Edge | B | 1,000 | TYV123.5p | 0.11 | 12419.5/20 |
| Local | S | 1,000 | TYX120.5/123 p spread | 0.23 | ^12419.5 |
| CCM | B | 2,000 | TYV126c | 0.12 | 12420.5/21 |
| New Edge | S | 3,000 | TYX126.5/127 c stupid | 0.45 | ^12422 |
| CCM | B | 1,500 | TYX123p | 0.27 | 12422.5/23 |
| CCM | B | 500 | TYX124p | 0.48 | 12422.5/23 |
| BCG | B | 500 | TYV124/125 combo's | .02 call | ^12420.5 |
| Paper | B | 6,000 | TYV126.5c | .06 and .07 | 12419to22 |
| JPMorg | B | 500 | TYZ124 strad | 3.02 | 12423/23.5 |
| New Edge | B | 500 | TYV125/126/126.5 c tree | 0.04 | 12422/23 |
| RJO | S | 1,000 | TYV125.5/126.5c 1X2 | 0.05 | 12421/21.5 |
| Merril | S | 500 | TYV125.5c | ^12419.5 | |
| Fed Fund Opts | |||||
| New Edge | B | 500 | FFZ9981/9987 c spred | 1.5 | N/A |
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