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OPTIONS: Notable Rate Upside After UK CPI Data

OPTIONS

Wednesday's Europe rates/bond options flow included:

  • 0RH5 99.12c, bought for 0.75 in 10k
  • SFIG5 95.50/95.40/95.30/95.20p condor, sold at 2.75 in 2k.
  • SFIH5 95.40/95.30/95.20p ladder, bought for 1.25 in 5k.
  • SFIU5 96.00/96.10 call spread vs. 95.50/95.40 put spread, paper paid 0.5 on 7K, buying the call spread vs 95.79 (10% delta).
  • 0NG5 96.10/96.30/96.40 broken put fly, bought for 4.25 in 3k
  • 0NM5 96.10/96.30/96.50c fly, bought for 2.25 in 2k.
  • 0NM5 96.10/96.30cs, bought for 7.25 for 4k.
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Wednesday's Europe rates/bond options flow included:

  • 0RH5 99.12c, bought for 0.75 in 10k
  • SFIG5 95.50/95.40/95.30/95.20p condor, sold at 2.75 in 2k.
  • SFIH5 95.40/95.30/95.20p ladder, bought for 1.25 in 5k.
  • SFIU5 96.00/96.10 call spread vs. 95.50/95.40 put spread, paper paid 0.5 on 7K, buying the call spread vs 95.79 (10% delta).
  • 0NG5 96.10/96.30/96.40 broken put fly, bought for 4.25 in 3k
  • 0NM5 96.10/96.30/96.50c fly, bought for 2.25 in 2k.
  • 0NM5 96.10/96.30cs, bought for 7.25 for 4k.