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Call Spread Buying Prevalent Tuesday

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • RXH3 137/135/134 broken put fly, sold at 63.5 in 4.5k
  • DUJ3 106.10/106.50 call spread bought for 3.25 in 20k
  • SFIH3 95.85/95.90 1x1.5 call spread bought for 0.75 in 6k
  • SFIH3 95.70/95.55 put spread sold at 1.75 in 3k (vs 95.76)
  • SFIJ3 95.90/96.10 call spread bought for 1.5 in 3k
  • ERM4 97.875 calls bought for 9.5 in 9.5k

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