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Multiple Nov Call, Dec Put Structures In Rates

OPTIONS

Thursday's US Bond/Rate options flow included:

  • SFRX3 94.50/94.43ps, sold at 2 in 15k (ref 94.52).
  • SFRX3 94.50/94.43/94.37p ladder traded 0.75 in 8.5k
  • SFRX3 94.56c traded 3.5 in 20k
  • SFRX3 94.62c traded 2.25 in 20k
  • SFRZ3 94.62/94.68/94.75/94.81c condor traded 0.75 in 10k
  • SFRZ3 94.43/94.37/94.31p ladder, sold at 1.25 in 5k
  • SFRZ3 94.37/94.31/94.25p fly, bought for half in 7k
  • SFRH4 94.37/94.12/93.87p fly, bought for 4 in 10k (ref 94.59).

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