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OPTIONS: Large Euribor Call Fly Selling, Decent Sonia Call Fly Buying

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • ERZ4 97.25/97.37cs vs 97.12p, bought the cs for 0.75 in 4k.
  • ERM5 98.125/98.375/98.625c fly 1x2x2, sold at 7.75 down to 7.25 in 20.5k total
  • 0RZ4 98.37/98.50cs, bought for half in 2.5k
  • 0RZ4 98.12/98.25/98.37/98.50c condor, sold at 7 in 2.5k
  • SFIH5 95.80/95.90/96.10c fly, bought for 0.25 in 5k
     
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Tuesday's Europe rates/bond options flow included:

  • ERZ4 97.25/97.37cs vs 97.12p, bought the cs for 0.75 in 4k.
  • ERM5 98.125/98.375/98.625c fly 1x2x2, sold at 7.75 down to 7.25 in 20.5k total
  • 0RZ4 98.37/98.50cs, bought for half in 2.5k
  • 0RZ4 98.12/98.25/98.37/98.50c condor, sold at 7 in 2.5k
  • SFIH5 95.80/95.90/96.10c fly, bought for 0.25 in 5k