Rolling Five Year
Rolling Position in 16 days to expiry ZF/FV 107.5 puts which have doubled to51 day to expiry 106.5/105.5 Put Spreads.
Rolling Position in 16 days to expiry ZF/FV 107.5 puts which have doubled to51 day to expiry 106.5/105.5 Put Spreads.
Rolling Position in 16 days to expiry ZF/FV 107.5 puts which have doubled to51 day to expiry 106.5/105.5 Put Spreads.
After covering FV/ZF Note futures put spread last week we are reshorting Five year notes by purchasing August 107.5 Puts