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Mostly Upside Structures Favoured Monday

OPTIONS

Monday's Europe rates/bond options flow included:

  • RXJ4 132.5/131.00ps vs 133.50/135.00cs, sold the ps at 26 in 1.8k
  • ERJ4 96.50/96.75/96.87c fly 1x3x2 sold at 1.75 in 5k
  • ERM4 96.50/96.62/96.75/96.87 call condor vs 96.00 puts. Paid 0.25 for the package (buying the call condor and selling the puts). Done in 20K
  • ERM4 96.50/96.62 call spread 15K given at 2.5
  • ERM4 96.50/6.75/97.00c fly, bought for 2.5 in 3k
  • ERM4 96.37/50/62 call fly paper paid 1.25 on 13K
  • ERM4 96.50/96.75cs 1x2, bought the 1 for 0.75 in 2.5k
  • ERU4 96.87/97.25/97.37/97.75c condor vs 96.50p, bought the put for 8.75 in 16.5k
  • ERZ4 97.25/97.37cs vs 96.62/96.50ps, bought the cs for 0.75 in 10k
  • 0RM4 97.62/97.87/98.12c ladder, bought for 1.75 in 5k

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