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Notable Downside In UK Rates Tuesday

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • ERJ4 96.50/96.25ps with ERJ4 96.37/96.25ps, bought as a strip for 8.75 in 10k
  • SFIJ4 95.35/95.55cs, bought for 4 in 5k.
  • SFIK4 95.10/95.00/94.90/94.80p condor, bought for 1.5 in 13k
  • SFIK4 95.05/94.95/94.85/94.75p condor, bought for 2.25 in 5k
  • SFIH4 94.95/95.05/95.15/95.25c condor,. Bought for 1.5 in 3k
  • SFIH4 94.85/94.95/95.05c fly, bought for 1.25 in 4.5k

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