Options - EUR

EUR MTNs: Bank and SSA callables

Euro structured note issuance over the past week was led by bank and SSA callables.

EUR Vol: Short-dated gamma expiries slammed amid ECB moves

Short-dated euro gamma was slammed lower after central bank meetings and a global fixed income rally.

EUR Vol: Low delivered weighs on market

Low delivered weighed on the euro market today as implieds finished softer.

EUR Vol: Implieds soften; Land NRW structures

Euro implieds softened but inflation prints and ECB risks linger.

EUR Vol: Gamma up after inflation shock

Short-dated euro expiries surged higher following a sharp move in the underlying

EUR MTNs: KfW, EBRD callables; MS CMS; Citi inflation

Euro structures printing over the past 7-10 days included a handful of SSA callables, a Morgan Stanley CMS-linked note and a Citi inflation deal.

EUR Vol: Short expiries continue to drift lower

Short-dated expiries continued to drift lower despite upcoming risk of central bank meetings.

EUR Vol: Support for longer-dated expiries

Support for longer-dated expiries emerged after facing selling pressure in recent sessions.

EUR Vol: Top left testing lows again; Vega down

Euro implieds moved lower across the vol grid today.

EUR Vol: Short-dated expiries gain; KfW callable

Short-dated expiries posted gains. In structured issuance, another KfW callable hits the screens.