Free Trial

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
     
87 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

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