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OPTIONS: CPI Spurs Sonia Upside Activity

OPTIONS

Wednesday's Europe rates/bond options flow included:

  • OEG5 116.50/117.00/117.50c fly, bought for 10.5 in 3k
  • RXH5 132.5/133.5/134 broken call fly, bought for 11 in 2k
  • RXH5 133c, boought for 30.5 in 9k vs 1.62k at 130.65
  • RXH5 131.50/132.50cs, bought for 17.5 in 3k
  • ERJ5 97.3125p vs ERM5 97.4375p, sold the June at 2.5 in 4k
  • ERM5 97.62/97.75/97.87c fly, bought for 2.25 in 8.88k
  • SFIK5 95.45/95.60cs, bought for 10.25 in 3k
  • SFIM5 95.70/95.85/96.00c fly, bought for 2.75 in 6k
  • SFIU5 96.00/96.35/96.70 call fly vs. SFIM5 95.55 puts, paper paid -1.5 for the fly on 7K.
  • SFIU5 95.85/96.00cs vs 95.50/95.35ps, bought the cs for 1.5 in 9k total
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Wednesday's Europe rates/bond options flow included:

  • OEG5 116.50/117.00/117.50c fly, bought for 10.5 in 3k
  • RXH5 132.5/133.5/134 broken call fly, bought for 11 in 2k
  • RXH5 133c, boought for 30.5 in 9k vs 1.62k at 130.65
  • RXH5 131.50/132.50cs, bought for 17.5 in 3k
  • ERJ5 97.3125p vs ERM5 97.4375p, sold the June at 2.5 in 4k
  • ERM5 97.62/97.75/97.87c fly, bought for 2.25 in 8.88k
  • SFIK5 95.45/95.60cs, bought for 10.25 in 3k
  • SFIM5 95.70/95.85/96.00c fly, bought for 2.75 in 6k
  • SFIU5 96.00/96.35/96.70 call fly vs. SFIM5 95.55 puts, paper paid -1.5 for the fly on 7K.
  • SFIU5 95.85/96.00cs vs 95.50/95.35ps, bought the cs for 1.5 in 9k total