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OPTIONS: Condors Feature In Active Session Thursday

OPTIONS

Thursday's Europe rates/bond options flow included:

  • DUV4 106.90c was sold at 11.5 in 3.5k, done vs ~1.2k at 106.265
  • DUV4 107.00/107.30cs, 1x2 sold the 1 at flat in 3k
  • DUX4 107.00/107.30cs 1x2, bought the 1 for -4 (receive) in 10k.
  • RXU4 134/135cs, bought for 43 in 2k vs 1.2k at 134.40
  • RXU4 134/133.5/133p fly, bought for 3.5 in 1k
  • RXV4 136.5/137.5/139.5/140.5c condor, bought for 11.5 and 12 in 50k
  • ERX4 97.00/96.875/96.625/96.50p condor, sold at 5.75-5.5 in 3k.
  • ERZ4 96.625/96.75/96.875/97.00c condor sold at 5 in 4k
  • SFIU4 95.25/95.35cs, bought for 1.5 in 3.6k
  • SFIU4 95.20/95.25/95.30c fly, bought for half in 1.5k

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