The DC Blockchain Summit 2022 - Get 25% off an in-person ticket to the 1-day event to be held on May 24th in Washington, DC. Can’t make it? No problem, stay tuned for live streaming details

July CPI downside miss trade: 30y UST + gold + Softbank

edited August 2021 in Real Vision 2 comments

30y UST Futures (ZB): delta neutral w/ upside convexity bias (long end yields fall) 4:1 ratio calls to futures:

•Long Sept 165 Calls (25 ∆)

•Short ZBU1 Sept 30y futures 

time horizon: close at 8:31am - end of week

Welcome to The Exchange!

Sign In

To view full details, sign in.


Don't have an account? Click here to get started!