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OPTIONS: Busier Session For Euro Rates

OPTIONS

Monday's Europe rates/bond options flow included:

  • ERZ4 97.25p, sold at 9.25 in 6.5k.
  • ERZ4 97.12/97.25/97.37c fly sold at 2, multiple clips totalling 12.75k.
  • ERZ4 97.25/97.12RR, sold the call at half in 29.75k (ref 97.17).
  • ERH5 9800/98.25/98.50c fly sold at 2.5 in 4k
  • ERH5 98.12/97.87/97.62/97.37p condor, bought for 13.25 in 4k
  • ERM5 98.00/98.50cs vs 97.50/97.25ps, sold the cs at 12.25 in 5k (unwind)
  • ERU5 98.12/97.62ps 1x2, sold the 1 at 7.75 in 5k
  • 0RZ4 97.87p, bought for 4.75 in 18k vs 4.14k at 98.075 in ERZ5
  • SFIZ5 95.75/95.50ps vs 96.00/96.50/97.00c fly, bought the fly for half in 2k
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Monday's Europe rates/bond options flow included:

  • ERZ4 97.25p, sold at 9.25 in 6.5k.
  • ERZ4 97.12/97.25/97.37c fly sold at 2, multiple clips totalling 12.75k.
  • ERZ4 97.25/97.12RR, sold the call at half in 29.75k (ref 97.17).
  • ERH5 9800/98.25/98.50c fly sold at 2.5 in 4k
  • ERH5 98.12/97.87/97.62/97.37p condor, bought for 13.25 in 4k
  • ERM5 98.00/98.50cs vs 97.50/97.25ps, sold the cs at 12.25 in 5k (unwind)
  • ERU5 98.12/97.62ps 1x2, sold the 1 at 7.75 in 5k
  • 0RZ4 97.87p, bought for 4.75 in 18k vs 4.14k at 98.075 in ERZ5
  • SFIZ5 95.75/95.50ps vs 96.00/96.50/97.00c fly, bought the fly for half in 2k