January 14, 2025 17:52 GMT
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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