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OPTIONS: Mixed Trade In Sonia, Largely Upside In Euribor

OPTIONS

Thursday's Europe rates/bonds options flow included:

  • RXG5 135 puts paper paid 60 up to 62 on 7.3K
  • ERZ4 97.12/97.25/97.37c fly, bought for 2.5 in 2k.
  • ERH5 97.62/97.50/97.37p fly 1x3x2, bought for 0.25 in 5k.
  • ERZ5 97.25/96.25ps, bought for 4.25in 5k (ref 98.23).
  • SFIZ4 95.45/95.50cs x2 vs 95.30p sold the cs at 0.1 in 5k.
  • SFIM5 96.00/96.50cs vs 95.70/95.45ps, bought the cs for 5 in 2k.
     
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Thursday's Europe rates/bonds options flow included:

  • RXG5 135 puts paper paid 60 up to 62 on 7.3K
  • ERZ4 97.12/97.25/97.37c fly, bought for 2.5 in 2k.
  • ERH5 97.62/97.50/97.37p fly 1x3x2, bought for 0.25 in 5k.
  • ERZ5 97.25/96.25ps, bought for 4.25in 5k (ref 98.23).
  • SFIZ4 95.45/95.50cs x2 vs 95.30p sold the cs at 0.1 in 5k.
  • SFIM5 96.00/96.50cs vs 95.70/95.45ps, bought the cs for 5 in 2k.