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Mixed Sterling Trade Post-BoE

OPTIONS

Friday's rates / bonds options flow included:

  • DUZ1 112.20/30/40 call fly sold at 3.5 in 1.5k
  • RXZ1 174 call bought for 5 in 4k
  • RXF2 173/175 1x2 call spread sold at 28.5/29 in 1.5k
  • ERZ1 100.62/100.87cs, bought for 0.25 in 20k (vs 100.48 in June22, 5del)
  • SFIH2 99.50/99.65/99.80c fly, bought for 3 in 3k
  • 2LZ1 99.12/99.00ps sold at 10.25 in 10k
  • 2LZ1 98.75/98.50ps, bought for 6 in 5k
  • 3LZ1 98.62/97.75 p strip, bought for 8.5 in 5k

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