November 14, 2024 17:52 GMT
OPTIONS: ECB Rate Cut Plays Dominate Thursday
OPTIONS
Thursday's Europe rates/bond options flow included:
- DUH5 107.20/107.40/107.80/108.00c condor, bought for 4.25 in 5k
- ERZ4 97.375/97.50/97.625c fly, bought for 1.25 in another 5k, 20k total now
- ERF5 97.87/98.00cs, bought for 4 in 8k.
- ERH5 97.87/98.12/98.37c fly, bought for 4.25 in 4k
- ERH5 98.00/98.125/98.25c fly, bought for 1.5 in 5k
- ERM5 97.75/98.00/98.25c fly, bought for 4.75 in 6.5k.
- 0RM5 98.25/98.625/99.00c fly, bough for 5.25-5.5 in 10k
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