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No Shortage Of Rates Structures

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • RXZ1 171/169.5ps, sold at 87 in 7k (likely closing)
  • 0RH2 + 0RM2 100.375/100.50 1x2 call spread strip bought for 7.5 in 7k
  • 0LZ1 99.12/99.00/98.87p ladder sold at 1 in 20k
  • 3LX1 98.75/98.625 ps bought for 3.5 in 10k (ref 98.835, 16 del)
  • SFIZ2 99.60/70/80/90 call condor, bought for 1.5 in 2k
  • SFIH2 99.60/99.70/99.75 call ladder vs 57 d06 bought for 1.5 on 4k

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