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Busy Session In Rates, Leaning To Upside

OPTIONS

Thursday's Europe rates/bond options flow included:

  • DUH4 106.10/106.50cs bought for 9.5 and 10 in 5k
  • OEH4 117 puts Bought for 35 vs 117.61 (34%d)
  • RXH4 138.00/139.50cs, bought for 10 in 10k
  • ERG4 96.125/96.00 1x1.5 put spread bought for 1.25 in 7k
  • ERJ4 96.75/97.00/97.25c fly, bought for 3 in 5k
  • ERU4 97.50/98.00cs Bought for 8.75 in 5k
  • ERU4 97.25/97.50 call spread vs 96.50 puts. Paper sold the call spread to buy the puts, with 15K given down to 0.75
  • ERG4 96.12 puts vs 96.185 (30% delta) paper paid 10K on 1.75
  • ERH4 96.12 puts vs 96.190 (25% delta) 7K given at 2.75
  • SFIM4 95.25/95.45/95.65c fly vs 94.60/94.50ps, bought the cs for 3 in 5k
  • SFIM4 95.25/95.50/95.75c fly vs 94.60p, bought the cs for half and 1 in 2.5k

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