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Monday Options Summary

OPTIONS

Monday's US rates/bond options flow included:

  • SFRH4 94.81/94.75/94.68/94.62p condor, bought for 1.5 in 1k
  • SFRH4 94.87/94.75/94.62/94.50p condor, sold at 4.5 in 20k total.
  • SFR4 94.87/94.75/94.62/94.50p condor, sold at 4.5 in 5k
  • SFRF4 with SFRG4 94.87/95.00/95.12/95.25c condor strip, sold at 8 in 2k
  • SFRF4 95.00/95.87/94.50 broken p fly traded for 4.25 in 2.5k.
  • SFRJ4 95.12/95.00/94.68 broken p fly traded half in 1k
  • SFRM4 95.00/95.25cs vs94.37/94.12ps traded 13.5 in 4.5k
  • SFRM4 95.12/95.00/94.68 broken p ladder traded half in 1k
  • SFRM4 95.00/95.87cs vs 2QM4 97.00/97.25cs traded flat in 2.5k
  • SFRM4 95.00/95.50/95.75 broken c fly, traded 18.5 in 4k. (block trade)
  • 0QM4/2QM4 96.00/97.00cs bought for 9 in 2k

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