September 12, 2024 16:58 GMT
OPTIONS: Closing Out Large Bund Condor Post-ECB
OPTIONS
Thursday's Europe rates/bond options flow included (pre-ECB unless specified):
- RXV4 135.00/137.50/138.00/140.50c condor sold at 53.5 in 25k (After ECB - Closing out the full 50k position).
- RXV4 134p, bought for 14 in 4k (after ECB)
- RXV4 136.5/137/137.5c ladder sold at 1.5 in 2k.
- ERV4 97.00/97.125/97.25c fly, bought for 2.5 in 4k.
- ERV4 97.125/97.25/97.375c fly, bought for 1 in 3k.
- ERH5 97.37/97.25/97.12p ladder bought for 1 in 9.5k total
- SFIX4 95.80/96.00/96.10/96.30c condor bought for 2.25 in 6k total.
70 words