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OPTIONS: More Rate Upside Thursday

OPTIONS

Thursday's Europe rates/bond options flow included:

  • ERM5 97.87/98.00/98.12/98.25c condor, bought for 3 in 8k
  • ERM5 98.125/98.50 call spread paper paid 2.5 on 15K.
  • SFIM5 95.40/95.20ps, bought for 2.5 in 6k.
  • SFIU5 96.00/96.35/96.70c fly vs 95.50p, bought the cs for -0.75 in 5k.
  • SFIZ5 96.00/96.25cs vs 95.50/95.35ps, bought the cs for 5.5 in 5k.
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Thursday's Europe rates/bond options flow included:

  • ERM5 97.87/98.00/98.12/98.25c condor, bought for 3 in 8k
  • ERM5 98.125/98.50 call spread paper paid 2.5 on 15K.
  • SFIM5 95.40/95.20ps, bought for 2.5 in 6k.
  • SFIU5 96.00/96.35/96.70c fly vs 95.50p, bought the cs for -0.75 in 5k.
  • SFIZ5 96.00/96.25cs vs 95.50/95.35ps, bought the cs for 5.5 in 5k.