Options - EUR
EUR Vol: Implieds drop as yields retreat; Top left value?
Euro implieds declined across the grid today which sources mostly blamed on directional movement in the underlying.
EUR Vol: Pockets of support eyed amid ULC bounce
Euro implieds were mixed with some traders eyeing pockets of support across the grid.
EUR MTNs: Short list of CMS, Repacks, Emissions-linked an...
A short list of trades this week includes euro CMS, repacks, an emissions-linked structure and an Italian retail step-up.
EUR Vol: Top left leads decline as yields slump
The top left of the grid led a decline in implieds as yields slumped lower.
EUR Vol: Short-dated gamma gains
Short-dated gamma moved higher amid a 10bps shift in yields.
EUR MTNs: Callables plus a few repacks and CMS
A light week for euro MTN issuance saw a few callables, a couple of CMS and some repacks print.
EUR Vol: Implieds stall amid rate rally
Implieds stalled with short expiries moving lower as euro rates rallied through most of the session.
EUR Vol: Implieds higher amid short-covering talk
Euro implieds moved higher amid talk there could be some short covering of positions.
EUR Vol: Top right leads gains
The top right of the grid continues to lead a rebound from recent levels.
EUR MTNs: EIB inflation-linked; Handful of callables and ...
An inflation-linked note from the EIB along with a light sprinkling of callables and CMS accounted for the bulk of the last week's structured MTNs.