February 03, 2025 17:52 GMT
OPTIONS: More Mixed Trade In Rates Vs Last Week's Upside
OPTIONS
Monday's Europe rates/bond options flow included:
- ERK5 97.875/98.00/98.125 call fly paper paid 3 on 7.5K.
- ERJ5/ERM5 98.00/98.25 call spread paper paid 1.25 for the M5 on 5K vs 97.87.
- ERM5 97.9375/98.1875 call spread 4K given at 7.25.
- ERU5 98.25/98.4375 call spread paper paid 4.25 on 7K vs 98.035, 13% delta.
- ERU5 98.12/98.00/97.75 broken put ladder paper paid 0.5 on 5.5K.
- ERU5 98.125/98.25 call spread vs. 97.875/97.75 put spread paper paid 1 for the call spread on 4K.
- RXH5 133/134 call spread 9K given at 39.
- RXH5 134.50/135.50/136 call ladder paper paid 7 on 6k
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