Halftime Report for 2.27.2012

Therefore, the EUR/USD sold off in the Europe trading session. Currently, the EUR/USD is trading higher at the $1.34 level. In my opinion, only a margin hike or Central Bank Action will slow down this Brent/Crude Train. Keep an eye out for the French Elections coming in early April 2012. Volatility remains high in the currency and energy markets. 10 YR Treasury is at $1.91 as the shift from bonds to risk assets continue.

Unusual Option Activity:

· We have seen huge Call buying in OTM RIG Calls. Also, when AAPL was down $6 this morning we observed aggressive May $540 Call buyers .
· When DNDN was trading at $13.52, someone sold 3,900 Mar 15 Calls for $.56. DNDN is currently trading at 12$,
· A Customer bought 2,000 LPX April 8 Calls for $.6. LPX stock popped and the calls are currently worth $.70.

By: Greg Zimny