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Busy In Rate Plays Pre-ECB

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • RXM3 133/130ps sold at 24 in 2k
  • RXM 133/131ps sold at 20 in 2k
  • OEM3 116.50/115.50ps sold at 10.5 in 1k
  • ERK3 96.25/96.00ps, bought for 1.5 in 3k.
  • ERK3 96.25/96.00ps 1x2, sold at 1 in 2.5k
  • ERM3 96.50/96.75/97.00/97.25 call condor bought for 3.75 in 5k
  • ERU3 96.125/96.00/95.875/95.625 'broken' put condor bought for 1 in 10k
  • 2NM3 96.50/97.00 call spread bought for 4.75 in 4k (Green June, underlying SFIM5)

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