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OPTIONS: Mostly Upside In Rates Seen Monday

OPTIONS

Monday's Europe rates/bond options flow included:

  • ERF5 97.375 puts paper paid 0.25 on 12.5K
  • ERH5 97.75/97.875/98.00 call fly, bought for 1.5 in 10k
  • SFIU5 96.15/96.50 call spread vs. 95.50/95.35 put spread, paper paid 8 for the call spread on 3K vs. 96.00, delta 22%.
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Monday's Europe rates/bond options flow included:

  • ERF5 97.375 puts paper paid 0.25 on 12.5K
  • ERH5 97.75/97.875/98.00 call fly, bought for 1.5 in 10k
  • SFIU5 96.15/96.50 call spread vs. 95.50/95.35 put spread, paper paid 8 for the call spread on 3K vs. 96.00, delta 22%.