Free Trial

Multitude Of Sonia Trades After CPI Report Wednesday

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • RXN4 134.50/135.00cs sold at 2.5 in 10k (said to be closing)
  • ERN4 96.37/96.25ps 1x2, bought for 1 in 3.5k.
  • ERV4/ERX4/ERZ4 96.37/96.25/96.12p fly strip, bought for 3.25 in 4k.
  • SFIM4 94.95/95.05/95.15c fly bought for 0.25 in 2k
  • SFIQ4 95.20/95.40/95.70 broken call fly sold at 1.25 in 10k (liquidation)
  • SFIU4 95.25/95.50/95.75c fly sold at 1.75 in 10k (liquidation)
  • SFIU4 94.75/94.50ps, bought for 1.25 in 2k
  • SFIU4 95.15/95.30/95.50/95.60c condor bought for 2.25 in 9k
  • SFIZ4 95.25/95.50/95.75c fly sold at 3.5 in 4k
  • SFIZ4 95.20/95.00ps, sold at 7.5 in 5k
  • SFIZ4 95.20/95.35/95.60/95.75c condor bought for 4 in 4k

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.