Very interesting television here http://www.bloomberg.com/tv/ . Players list shows some fairly bullish plays in the long bonds – we do not see this kind of size all that often. Again could always be a punter or a hedge – but I will agree that the direction currently is up. Early headlines about allowing Greece to default seemed to be one of the catalysts.
| 7/19/2011 | |||||
| Paper | B | 20,000 | EDZ13 9875/9900/9925 c fly | 3.5 | 9831.5/32 |
| JPMorg | B | 5,000 | EDZ 9900p | 6.5 | 9947.5/48 |
| Paper | B | 5,000 | EOU 9950c | 1.5 | ^9929.5 |
| Paper | S | 3,000 | EDZ 9950 strad | 28.5 and 29 | ^9948 and 47 |
| Paper | B | 1,000 | EOZ91 - EOH90 strad stupid | 94.5 | N/A |
| Fed Fund opts | |||||
| Paper | S | 1,000 | FFV/X 9975p | 0.25 | N/A |
| Paper | B | 1,000 | FFZ/F/G 9987-9993 cs strip | 6 | N/A |
| Paper | B | 1,000 | FFQ9987p | 0.5 | 9991/91.5 |
| New Edge | B | 700 | FFU/Z 9987 call stupids | 6.5 | N/A |
| Mann | B | 4,000 | FFQ9981p | 0.75 | 9991/91.5 |
| Mann | B | 2,000 | FFU 9981p | 0.75 | 9989.5/90.5 |
| 10yr. Opts | |||||
| Paper | S | 500 | TYWk5 122.5p | 0.08 | 12417/17.5 |
| Paper | S | 1,000 | TYU125c | 1.01 and 1.00 | 12414 to 17 |
| Paper | B | 1,200 | TYQ124.5 strad | 0.44 | N/A |
| Paper | B | 500 | TYQ124.5 strad | 0.45 | N/A |
| Paper | B | 2,000 | TYU1 122/124 p 1X2 | 7 | N/A |
| Paper | B | 1,000 | TYQ125.5/126 c spread | .03 and .04 | 12419/23 |
| New Edge | B | 1,000 | TYU122.5p | 0.35 | 12421/21.5 |
| Paper | B | 1,000 | TYU122/124 p 1X2 | 0.07 | 12419/20 |
| Paper | B | 700 | TYZ119/127 combo | .11 call | ^12300 |
| 30yr. Opts | |||||
| BCG | B | 3,000 | USU126c | 0.21 | 12512 to 15 |
| Greenwich | B | 10,000 | USU128/129 c spread | 0.16 | 12513/15 |
| Paper | B | 2,500 | USQ127 call | 0.1 | ^12515 |
| Spreads | |||||
| Paper | B | 3,000 | EDU12 - EDU13 | 71.5 |
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