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Euro Rate Call Condors Follow SFR/SFI's Lead


Thursday's Europe rates / bond options flow included:

  • ERH4 96.00/96.12/96.25/96.37c condor, bought for 5.5 in 15k
  • ERM4 96.375/96.25/96.00p ladder sold at 1.5 in 14.5k.
  • ERM4 96.37/96.25ps sold at 4.75 in 20k
  • DUH4 106.50/107.00/107.20c fly bought for 5.5 in 5k
  • 0RF4 97.25/97.00/96.75p fly vs 0RH4 97.00/96.62/96.00p fly, bought the Marchfor -0.5 (receives) in 6k.

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