-21DEC2018 Expiries-

SDLP, written put, 2.5 strike, 187 days in force, 19 contracts

  • Premium – 0.20

SDLP, covered call, 5 strike, 187 days in force, 13 contracts

  • Premium – 0.05

BHF, covered call, 45 strike, 33 days in force, 3 contracts

  • Premium – 0.40

SMG, covered call, 85 strike, 33 days in force, 2 contracts

  • Premium – 0.39

VNOM, covered call, 37 strike, 33 days in force, 3 contracts

  • Premium – 0.15

ON, written put, 17 strike, 33 days in force, 5 contracts

  • Premium – 0.73

-28DEC2018 Expiries-

F, covered put, 9 strike, 47 days in force, 5 contracts

  • Premium – 0.16

-4JAN2019 Expiries-

ABBV, covered call, 94 strike, 40 days in force, 1 contract

  • Premium – 0.52

-11JAN2018 Expiries-

BX, covered call, 36 strike, 40 days in force, 3 contracts

  • Premium – 0.63

-18JAN2019 Expiries-

JCP, synthetic short, 4 strike, 495 days in force, 12 spreads

  • Premium – (0.10)

CTL, covered call, 24 strike, 68 days in force, 4 contracts

  • Premium – 0.06

DISCOUNTED BONDS

032359AE1 – AmTrust Financial, 15AUG2023 maturity, 6.125 coupon, 95.000 cents on the dollar, 6 bonds, YTM – 7.538%

12505JAA1 – CBL & Associates, 1DEC2023 maturity, 5.250 coupon, 83.7000 cents on the dollar, 8 bonds, YTM – 10.076%

20367QAB3 – Community Choice Financial, 10MAY2019 maturity, 10.750 coupon, 75.000 cents on the dollar, 9 bonds, YTM – 53.45%

609453AG0 – Monintronics International, 1APR2020 maturity, 9.125 coupon, 65.000 cents on the dollar, 10 bonds, YTM – 44.80%

761519BD8 – Revlon, 15FEB2021 maturity, 5.750 coupon, 75.000 cents on the dollar, 2 bonds, YTM – 20.01%

761519BD8 – Revlon, 15FEB2021 maturity, 5.750 coupon, 77.500 cents on the dollar, 7 bonds, YTM – 19.01%

501797AL8 – L Brands, 1NOV2035 maturity, 6.875 coupon, 83.400 cents on the dollar, 8 bonds, YTM – 9.408%

018772AS2 – Pyxus International, 15JUL2021 maturity, 9.875 coupon, 87.000 cents on the dollar, 2 bonds, YTM – 16.944%

018772AS2 – Pyxus International, 15JUL2021 maturity, 9.875 coupon, 87.000 cents on the dollar, 5 bonds, YTM – 16.965%