January 27, 2025 17:52 GMT
OPTIONS: More Mixed Rates Trade Versus Previous Week, But Upside Still Prevalent
OPTIONS
Monday's Europe rates/bond options flow included:
- OEH5 117/116.75ps, sold at 11 in 13k.
- RXH5 132.5/134/135/136.5c condor, bought for 35 in 10k.
- ERM5 97.75/97.93cs, sold at 6.25 in 15k (ref 97.745).
- ERM5 97.6875/97.75cs vs ERJ5 97.75/97.8125cs, bought for 0.75 and 1 in 68k since Friday, 65k on Friday and 3k now.
- ERU5 97.62/97.75/97.87c fly, bought for 1.75 in 7k.
- 0NM5 96.10/96.30/96.50c fly, sold at 2 in 16k.
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