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Broad-Based Upside Wednesday

OPTIONS

Wednesday's Europe rates/bond options flow included:

  • RXN4 134/137cs vs 128p, bought the cs for 32 in 2k (ref 132.39 Sep)
  • RXM4 130.5/129.5ps, bought for 18.5 in 1.5k
  • RXM4 132.50/133.50 1x2 call spread paper paid 4.5 on 5.5K
  • ERU4 96.75c, bought for 4.25 in 6k and for 4 in 10k
  • SFIK4 95.15/95.25/95.35/95.45c condor, bought for half in 1k
  • SFIN4 95.20/95.35/95.50c fly, bought for 2.75 in 1k

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