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Leaning Toward Upside Wednesday

OPTIONS

Wednesday's Europe rates/bond options flow included:

  • RXK4 134/135cs sold at 3 in 7.5k vs RXM4 135/136cs, bought for 8 in 5.6k
  • RXM4 132/134cs 1x4, bought the 4 for 64 in 1.5k
  • OEK4 118/118.5/119c ladder, bought for 2.5 in 3.4k
  • ERU4 96.75/96.87/97.00c fly sold at 1.25 in 6k
  • SFIK4 94.90/94.85/94.80p fly, sold at 1 in 1.5k
  • SFIK4 94.95/94.80/94.65p fly, sold at 6.5 in 3k
  • SFIU4 95.15/95.30 cs vs 94.75p, bought the cs for flat in 4k
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Wednesday's Europe rates/bond options flow included:

  • RXK4 134/135cs sold at 3 in 7.5k vs RXM4 135/136cs, bought for 8 in 5.6k
  • RXM4 132/134cs 1x4, bought the 4 for 64 in 1.5k
  • OEK4 118/118.5/119c ladder, bought for 2.5 in 3.4k
  • ERU4 96.75/96.87/97.00c fly sold at 1.25 in 6k
  • SFIK4 94.90/94.85/94.80p fly, sold at 1 in 1.5k
  • SFIK4 94.95/94.80/94.65p fly, sold at 6.5 in 3k
  • SFIU4 95.15/95.30 cs vs 94.75p, bought the cs for flat in 4k