January 08, 2025 17:52 GMT
OPTIONS: Leaning To Upside Amid Broader Rates Sell-off Wednesday
OPTIONS
Wednesday's Europe rates/bond options flow included:
- DUH5 106.80/107.00/107.20 call fly, bought for 2.75 in 3.6k
- RXG5 135c, bought for 4 up to 4.5 in 10k
- RX W2 130.5/129.5ps 3x5 sold the 3 at -7 in 2.7k x 4.5k. (weekly Bund)
- 0RK5/0RM5 98/98.25/98.37 broken c fly strip, bought for 10.75 in 2k
- SFIM5 96.15/96.45/96.75c fly, bought for 2 in 6k total
- SFIU5 96.05/96.25cs vs 95.50/95.30ps, bought the cs for 0.25 in 1k
- SFIU5 96.00/96.10cs vs 95.50/95.40ps, bought the cs for half in 2k
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