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Largely Upside Structures Pre-ECB Decision

OPTIONS

Thursday's Europe rates/bond options flow included:

  • ERM4 96.12p sold at 1.25 in 9k
  • ERQ4 96.50/96.62/96.75c fly bought for 2.25 in 5k
  • SFIK4 95.00/95.10cs, bought for 1.75 in 6k
  • SFIZ4 95.65/95.75cs, bought for 2.75 in 10k
  • OEK4 117/118 RR, bought the call for 1 in 5k
  • IKM4 118/120cs 1x2, bought for 31 in 1.4k

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