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Long-dated BUD Call Spread
Paper bought 5,000 BUD Jan 2018 160 calls & sold 5,000 Jan 165 calls against it.
Volatility Trading Digest: Strategy Ideas
When the European banks accepted a "voluntary" 50% haircut on their Greek sovereign debt it cleared, away one of the main sticking points to the European rescue plan setting off euro strength and a dollar decline as "risk-on" resumed.
Midday Edition
A look at the current market, VIX and links to morning stories
Volatility Trading Digest – European Halloween Treats
Since the Europeans delivered what appears to be the first realistic steps in alleviating the sovereign debt crisis the equity markets are considering it quite a Halloween treat.
Morning Futures Roundup
Gold Resumes its Bullish Trend But Headwinds Remain
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