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OPTIONS: Heavy Week For Euro Rate Upside Ends On High Note

OPTIONS

Friday's Europe rates/bond options flow included:

  • RXH5 124p, bought for 1 in 5k.
  • ERM5 97.87/98.00/98.12/98.25c condor, bought for 3 in 16.5k.
  • ERZ5 97.875/98.00cs vs 97.75/97.625ps, bought the cs for half in 11k.
  • ERJ5 97.75/97.8125cs vs ERM5 97.6875/97.75cs, bought the June for 0.75 in 27k total.
  • SFIM5 95.90/96.10/96.30c fly vs 95.60p, bought the fly for flat in 5k.
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Friday's Europe rates/bond options flow included:

  • RXH5 124p, bought for 1 in 5k.
  • ERM5 97.87/98.00/98.12/98.25c condor, bought for 3 in 16.5k.
  • ERZ5 97.875/98.00cs vs 97.75/97.625ps, bought the cs for half in 11k.
  • ERJ5 97.75/97.8125cs vs ERM5 97.6875/97.75cs, bought the June for 0.75 in 27k total.
  • SFIM5 95.90/96.10/96.30c fly vs 95.60p, bought the fly for flat in 5k.