December 17, 2024 17:52 GMT
OPTIONS: Large Gilt Call Spread, Schatz Feature Tuesday
OPTIONS
Tuesday's Europe rates/bond options flow included:
- DUF5 107.40c, bought for half in 6.5k.
- DUG5 107.20/107.50cs 1x2, bought for 2.5 and 3 in 3.25k.
- DUG5 107.20/107.60cs 1x2, sold at 4.5 in 7.5k.
- RXG5 136.00/137.50cs, bought for 28 in 6k.
- G G5 97.50/98.50 call spread, paper pays 4.0 to 5.0 on 10.65k
- ERH5 97.75/97.85/98.00c fly, bought for 1.5 in 2k.
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