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Mixed Trade Included Large Sterling Conditional Steepener

OPTIONS

Thursday's European rates / bond options flow included:

  • DUX1 112.2/112.1 1x3 put spds, -5,000 at 0.25
  • RXX1 168.50 put bought vs sold 171/172 2x3 call spread bought for 17.5 (3kx6kx9k). closing.
  • ERM3 100.37/100.50/100.62c fly 1x3x2, bought for 2.5 in 1.5k
  • 0LZ1 99.12p vs 3LZ1 98.875p, bought the blue for 1.75 in 20k
  • 3LZ1 98.50 put, bought for 6.5 in 6k
  • SFIZ1 99.80/99.85/99.90c fly, bought for 1 in 10k
  • SFIZ1 99.80/99.90cs, bought for 3 in 5k (ref 99.765)

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