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Mixed Trade Thursday

OPTIONS

Thursday's US rates / bond options flow included:

  • SFRH4 94.87/94.68/94.62/94.18p condor, sold at 8 in 5k
  • SFRH4 94.81/95.00/95.18c fly vs 94.56p, bought the fly for 0.25 in 5k total
  • SFRZ3 94.68c, traded half in 2.5k
  • SFRF4 94.75/94.68/94.62p fly traded for 1.25 in 1k
  • SFRJ4 92.25/95.75/96.25c fly, traded 7.5 in 1k
  • SFRM4 95.12/94.75 put spread 5K lots blocked at 18, market sources suggest a buyer.
  • SFRM4 95.12/94.75ps, traded 18 in 5k (Block).
  • SFRU4 96.00/96.50cs, sold at 10 in 10k
  • SFRZ5 96.50/97.50cs sold at 36.5 in 5k.
  • 0QZ3 97.50/97.75/98.50c fly traded flat in 1.5k
  • 0QZ3 96.00/96.12/96.50 traded -1 in 2k
  • 0QZ3 95.37/95.25/95.12/95.00p condor traded half in 3.5k
  • 0QG4 96.00/96.37/96.75c fly vs 95.25/94.62ps, traded 3.5 in 2k
  • FVF4 108.25 calls ~14K given at 0-14, delta +24%
  • TYG4 104.50 puts saw paper pay 0-05 on ~3K, delta -5%

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