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Lighter Session Post-Thanksgiving

OPTIONS

Friday's US rates / bond options flow included:

  • SFRZ3 94.87/96.00p strip, sold at 167.5 in 9k (ref 94.60)
  • SFRZ3 96.00/95.43/94.87p fly, sold at flat in 20k
  • SFRU4 97.00/98.00cs, bought for 5.75 in 10k.
  • SFRH4 95.00/95.50cs traded for 3.5 in 2k
  • SFRU4 96.00/96.50cs traded 8 in 5k
  • SFRF4 94.87/95.00/95.25c ladder, sold the 2 at 0.25 in 5k.
  • 0QZ3 95.25/95.00ps traded 2 in 2k
  • 0QZ3 95.37p traded 6 in 4k
  • 0QZ3 95.50/95.62/95.75/95.87c condor traded 2.5 in 5k (on block)
  • 2QM4 96.75/97.00/97.12 broken c fly vs 95.12/95.00ps, bought the fly for 2.25in 4k (ref 96.195, 5 del)

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