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Fairly Limited Rates Trade Thursday Pre-Payrolls

OPTIONS

Thursday's US rates / bond options flow included:

  • SFRH4 95.50/96.00/96.50c fly, bought for 1.5 in 5k
  • SFRM4 95.87/96.62/97.00c ladder, bought for flat in 5k
  • SFRX3 94.625/94.8125/95.375call fly blocked at 0.5 in 2.5k (suggest buyer)
  • 0QV3 96.06/96.50cs 1x2, bought for 3.25 in 5k

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