A couple of brief notes:
- No POMO today will resume tomorrow and Friday.
- Seeing some defensive plays in options, as we await FOMC
- Chart below shows hourly RSI getting a bit oversold – trade opportunity for those
- looking to get long or add to them.
This what I have been saying - but it counts more when you hear it from a more global observer
take a look and listen - I am referring to his comments on US treasuries which are towards the
end ot the interview - whole thing is enjoyable however.
Larger flows from this a.m. session listed below.
| 1/26/2011 | |||||
| Paper | B | 1,000 | EOG9912 strad | 15.5 | ^9906 - 50% |
| Paper | B | 10,000 | EOH 9937c | 0.5 | 9905.5/06 |
| Paper | B | 8,000 | EDH12 9950/9962.5 c spread | 4 | 9906 area |
| Paper | B | 1,000 | EOG 9887/9900 p 1X2 | even 90p over | 9905.5/06 |
| Paper | B | 4,000 | EDG13 9750/9825 strangle | 4 | 9796.5/97 |
| Paper | S | 2,000 | EOG 9925/9950 c spread | 1 | 9907/07.5 |
| Paper | S | 5,000 | EDH 93/95/96 p fly | 0.75 | 9965/65.5 |
| Paper | S | 1,000 | EDH 9962 strad | 9.5 | 9965/65.5 |
| Paper | B | 5,000 | EOM 9787/9837 p 1X2 | 2.5 | 9878.5/79 |
| JPM | B | 5,000 | EDM 9975 calls | 0.5 | ^ 9958.5 - 10% |
| Paper | B | 7,000 | EDH12 9950/9962.5 c spread | 4 | 9906/06.5 |
| Fed Fund opts | |||||
| Paper | B | 500 | FFJ 9981 straddle | 4.75 | |
| 10yr. | |||||
| Paper | S | 3,000 | TYH123/125/126 c fly | 0.05 | 12015 area |
| Smith B | B | 4,000 | TYH 119.5 puts | .32 and .33 | 12017 to 15.5 |
| Possibly buying these agains short 118 put position as noted yesterday - they also price 119 puts…. | |||||
| New Edg | B | 12,000 | TYH 118/118.5/119.5 brkn p fly | 0.11 | 12014/14.5 |
| Bidding for 3K more should get filled when futs move to 12014.5 area | |||||
| Paper | B | 500 | TYM 114 puts | 0.33 | 12010.5/11 |
| BCG | B | 800 | TYH117p | 0.08 | ^12009 |
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