Early action was kind of like this in treasury options:
|
10yr. Opts |
|
|
|
|
|
|
Paper |
S |
200 |
TYZ126p |
0.22 |
^12811 |
|
Paper |
B |
800 |
TYWk 1 129/129.5/130.5 c tree |
0.101 |
12820/21 |
|
Paper |
S |
2,000 |
TYZ128.5/130 c spread |
0.35 |
^12810 |
|
Paper |
S |
1,000 |
TYZ126p |
0.22 |
^12811 |
|
Paper |
B |
1,000 |
TYZ130p |
2.11 |
^12811 |
Also from todays accutic plus blog:
Further word that a deal was weeks away was touted in the FT today – however as noted here and elsewhere it was assumed that nothing final would happen with out the G-20 nations weighing in. That summit is happening Nov. 3 and Nov. 4. In the mean time they are still trying to agree on what is feasible – knowing that some other nations might be able to contribute will bring the feasible parts to the table for a final vivesesection – and hopefully a winning presentation. But given all the strain and consternation among the Euro zone countries the process is indeed weeks away from attaining finality.
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