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Mixed U.S. Rates Trade Tuesday

OPTIONS

Tuesday's US rates options flow included:

  • SFRU2 96.75p, traded 3 up to 4.25 in 3.6k
  • SFRV2 96.37/96.12/95.87p fly, traded 6.5 in 3k
  • SFRV2/SFRZ2 96.00/95.87ps spread, bought for 1 in 2k
  • 2EU2 96.62p, sold at 11 in 5k (ref 96.645, 48 del)
  • SFRX2 96.81c, traded 3 in 3k
  • SFRZ2 96.56/96.43ps 2x vs 96.25/96.00ps 1x, traded 8 in 2k (block)
  • 0QV2 96.75/96.50ps, traded 14.5 in 2k
  • EDZ2 95.75/95.50ps, bought for 6.5/6.75 in 10k in the pit, and 7 in 20k (block)
  • EDH3 99.62c, traded 0.25 and half in 3.4k
  • 2EU2 96.62/96.25ps 3x2, traded 16.5 in 3k (block)
  • 2EZ2 98.37c, traded 1.5 in 1k

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