sell 0.9x vanilla put 10-Oct-16 0.44% 0.0% 17-Mar-17
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short Mar17 18000 call 3-Oct-16 0.58% -1.82% 3-Mar-17 Unwind the option before the Mar-17 expiry
sell 0.85x V2X Mar17 futures 17-Jan-17 -16.1v -14.32v Feb-17 expiry Unwind as the Feb17 call expired
Sell HSP 105% call 14-Nov-16 0.52% 4.98% 26-Jan-17 Option expired; HSBC out-performed HSP on the upside
short 85% put 14-Nov-16 1.85% 10.60% 13-Jan-17 Option expired and Topix Banks rose 15.6% over the period
short 85% put 14-Nov-16 1.75% 4.50% 13-Jan-17 Option expired and Topix Insurance rose 9.5% over the period
buy KOSPI2 96% put 17-Oct-16 0.00% 0.00% 12-Jan-17 Both legs expire out-of-the money. The relative value trade has a zero profit & loss
sell 2822 HK 94.8% put 12-Sep-16 0.00% 0.00% 29-Dec-16 Both legs expire out-of-the money
sell $KRW 97.4% put 17-Oct-16 0.00% 0.00% 8-Dec-16 Both legs expire out-of-the money at expiry
high skew combo makes ESTX50 levered riskies attractive
short 0.5x V2X Jan-17 future 11-Jul-16 0.20 vols -1.19 vols Nov-16 expiry Hedge further Brexit fallout
buy 0.6x Dec16 SX7E 110 calls 7-Nov-16 0.00% 1.23% 11-Nov-16 Tactical option trade ahead of US elections
long 2.1x SXEP 3M 25d call 8-Aug-16 0.00% 0.00% 4-Nov-16
Sell HSP 105% call 19-Sep-16 0.60% 0.00% 28-Oct-16 HSP has under-performed HSI by 1.8% but both options expire out-of-the money
short SX7E call trade) to limit potential risk from a
sell 1x VIX Oct 16 puts 19-Sep-16 0.0 $1.3 Oct-16 expiry Near term catalysts & curve differentials favour tactical long V2X
Sell 0.65x NKY Sep 17250 call 8-Aug-16 0.70% 0% 14-Oct-16 NKY Oct-16 call expired out of the money
Short Oct16 10000 call 1-Aug-16 0.00% 0.67% 22-Aug-16 Close position as the HSCEI rallies 5.2% and we are approaching the Aug16 expiry
Fed & EU bank stress tests could move mkts sharply in the near term
sell ASX200 Sep-17 90% put 30-May-17 0.15% Sep-17 expiry HSI is unlikely to outperform if AS51 drops more than 10%; HSI vol below AS51 vol