Options - EUR

EUR Vol: Selective Evergrande protection sought, tweaking...

EUR volsters said that their market was not a big mover today, but was pricing in additional risks at the margins. New issues include a CMS deal.

EUR MTNs: Callables, SPIRE CMS, Century bond

Recent euro structured issuance sees more callables printing.

EUR Vol: 30y lags despite selloff

Euro implieds were mixed with 30y gamma heading lower despite the underlying rates selloff.

EUR Vol: Gamma decline eyed; USD-EUR RV trade

Some traders eye a decline in gamma. Strategists looks at USD-EUR RV option trades.

EUR MTNs: Callables dominate activity

Callables dominate activity in euro structured products.

EUR Vol: Grid flattens; Sell 30y gamma?

The vol grid flattened with the top right turning offered while the mid-left sees buying, and possibly unwinds.

EUR Vol: 1m and belly lead; ECB vol play

The 1m expiries and belly nudged higher. Barclays looks at how best to trade the ECB meeting.

EUR MTNs: Repacks; IBRD callable

A holiday-shortened week produced a very light list of structured MTNs with a World Bank callable probably the standout.

EUR Vol: Bid across grid; World Bank callable

Vols were bid across much of the euro grid today. New structured issuance includes a World Bank callable.

EUR Vol: Modest gains despite big selloff

The Bund dropped almost a point but gains in gamma implieds were modest.