May 22, 2024 16:52 GMT
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
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