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Multiple Structures Monday Eye September Rate Upside

OPTIONS

Monday's Europe rates/bond options flow included:

  • OEN3 117.50/118.75cs, bought for 14 in 5k
  • SFIU3 94.60/94.75 call spread bought for 7.5 in 4k (vs 94.62)
  • SFIU3 94.75/94.85 1x1.25 call spread bought for 1.25 (bought the 1) in 3k
  • ERU3 96.75/97.00 call spread bought for 1 in 2.5k

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