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Largely Upside Wednesday

OPTIONS

Wednesday's US rates/bond options flow included:

  • TYF4 110.25/111.25cs vs 109p, sold the p at 1 in 5.5k
  • SFRZ3 94.6875/94.8125 call spread, 3K blocked at 0.25 (indicated buyer)
  • SFRF4 94.62/94.68/94.87/95.00c condor traded 2 in 2k
  • SFRF4 95.00c traded 3.5 in 6k.SFRF4 94.75/95.00cs traded for 7 and 7.5 in 2k
  • SFRH4 94.68/94.81/94.87/95.00c condor vs 94.62p, sold the put at 2.5 in 10k
  • SFRM4 95.37/95.87/96.37c fly traded for 5 in 7.5k
  • 0QZ3 95.75/95.43/95.06p fly 1x3x2 traded 5 in 2k
  • 0QZ3 95.87c, traded 12.5 in 4k
  • 0QZ3 95.43/95.62/95.81c fly traded 3.5 in 7k
  • 0QZ3 95.62/95.50/95..7/95.12p condor traded 2 in 8k
  • 0QH4 96.25/96.75/97.12c fly 1x3x2, traded 3 in 5.5k

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