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

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