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Mixed Rates Trade With Sonia Call Structures Featuring Friday

OPTIONS

Friday's Europe rates/bond options flow included:

  • DUQ4 105.60/105.30/105.00p fly sold at 5.75 in 3.6k
  • DUQ4 105.70/105.20ps 1x2 sold at 11 and 10 in 8.25k
  • RXQ4 132.5/131/129.5 p fly bought for 28 in 2.5k
  • ERZ4 96.75p, sold at 17 in 10k (ref 96.71)
  • ERZ4 96.87/97.00cs sold at 2.25 in 10k
  • SFIQ4 95.10/95.20/95.25c ladder, bought for 1.75 in 3k
  • SFIU4 95.10/95.20/95.30c fly bought for 2 in 2k
  • SFIZ4 95.40/95.65/96.15/96.40c condor, bought for 6.5 in 9k

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