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Downside Bought, Upside Unwound To Start The Week

OPTIONS

Monday's Europe rates / bond options flow included:

  • DUU3 104.90/104.70 put spread bought for 6.25 in 5k
  • ERH4 96.125/96.75 1x1.5 call spread sold at 12.75 in 4.25k (vs 96.16)
  • Buys 5k ERZ3 95.875/95.625 1x1.5 put spread vs selling 2.5k ERZ3 96.625 call -buys the put spread for 0.625
  • Sells 5k SFIH4 94.00/94.30 call spread, buys 5k SFIH4 93.00/92.70 put spread -sells the call spread at 12.5. Hearing this is taking profit on a bullish position

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