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OPTIONS: More Varied Rates Structures Remain Centred Around Upside

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • DUJ5 107 calls, bought for 10.5 in +5k
  • RXH5 131.50/130.50ps 1x2, bought the 1 for 1.5 in ~1.95k.
  • ERM5 98.00/98.12/98.25/98.37c condor, bought for 1.25 in 8k.
  • ERM5 98.00/98.25cs 1x2, bought for 0.75 in 4k.
  • ERU5 97.625/97.50/97.375p fly 1x3x2, bought for -0.5 in +3k.
  • SFIJ5/M5 95.95/96.05cs calendar spread, bought the June for 1 in 8k total.
  • SFIG5 95.65/95.70/95.75c ladder 2x1x1, bought for 2.5 in 5k.
     
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Tuesday's Europe rates/bond options flow included:

  • DUJ5 107 calls, bought for 10.5 in +5k
  • RXH5 131.50/130.50ps 1x2, bought the 1 for 1.5 in ~1.95k.
  • ERM5 98.00/98.12/98.25/98.37c condor, bought for 1.25 in 8k.
  • ERM5 98.00/98.25cs 1x2, bought for 0.75 in 4k.
  • ERU5 97.625/97.50/97.375p fly 1x3x2, bought for -0.5 in +3k.
  • SFIJ5/M5 95.95/96.05cs calendar spread, bought the June for 1 in 8k total.
  • SFIG5 95.65/95.70/95.75c ladder 2x1x1, bought for 2.5 in 5k.