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Mainly Sonia Structures Midweek


Wednesday's Europe rates / bond options flow included:

  • ERM4 98.00/99.00/100.00 call fly paper paid 2 on 4K
  • SFIZ3 94.25/94.00/93.75 put ladder paper paid 2.25 & 2.50 on 7.5K all day
  • SFIZ3 94.15/94.30/94.40/94.55 call condor bought for 3.25 in 12k

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