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OPTIONS: Large Sonia Call Spread Buying Tuesday

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • RXG5 125.5p, bought for 1 in 2.2k
  • RXH5 135/136cs bought for 4.5 in 7.5k
  • ERM5 97.625/97.75/97.875c fly vs 97.4375/97.3125ps, bought the fly for 0.25 and half in 9k.
  • SFIM5 95.75/96.00cs, bought for 6.75 in 24k.
  • SFIM5 95.70/96.00cs, bought for 8.75 and 9 in 20.5k
  • SFIZ5 96.35/97.00cs x3 vs 95.60p x1, bought the cs for -2 in 10k total.
  • SFIZ5 95.90/96.05 call spread, bought for 6 in 15k
  • 0NM5 96.00/96.20/96.30/96.40c condor, bought for 4.25 in 10k.
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Tuesday's Europe rates/bond options flow included:

  • RXG5 125.5p, bought for 1 in 2.2k
  • RXH5 135/136cs bought for 4.5 in 7.5k
  • ERM5 97.625/97.75/97.875c fly vs 97.4375/97.3125ps, bought the fly for 0.25 and half in 9k.
  • SFIM5 95.75/96.00cs, bought for 6.75 in 24k.
  • SFIM5 95.70/96.00cs, bought for 8.75 and 9 in 20.5k
  • SFIZ5 96.35/97.00cs x3 vs 95.60p x1, bought the cs for -2 in 10k total.
  • SFIZ5 95.90/96.05 call spread, bought for 6 in 15k
  • 0NM5 96.00/96.20/96.30/96.40c condor, bought for 4.25 in 10k.