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OPTIONS: Europe Rate/Bond Options: Upside Eyes An Outsized ECB Dec Cut

OPTIONS

Friday's Europe rates/bond options flow included:

  • OEF5 118.50/119.25/119.75/122.00c condor vs 117.25/116.50ps, bought the condor for 1 in 13k.
  • ERZ4 97.37/97.50cs, bought for 2.25 in 3k.
  • ERZ4 97.37c sold at 2.5 in 2k.
  • ERZ4 97.37/97.50cs, sold at 2.25 in 2k.
  • ERG5 97.50/97.625/97.75/97.875 call condor sold at 4.5 down to 3.5 in 46k
  • ERH5 97.75/97.50ps, bought for 6.5 in 3k.
  • 0RZ4 97.875p, sold at 1.25 in 10k.
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Friday's Europe rates/bond options flow included:

  • OEF5 118.50/119.25/119.75/122.00c condor vs 117.25/116.50ps, bought the condor for 1 in 13k.
  • ERZ4 97.37/97.50cs, bought for 2.25 in 3k.
  • ERZ4 97.37c sold at 2.5 in 2k.
  • ERZ4 97.37/97.50cs, sold at 2.25 in 2k.
  • ERG5 97.50/97.625/97.75/97.875 call condor sold at 4.5 down to 3.5 in 46k
  • ERH5 97.75/97.50ps, bought for 6.5 in 3k.
  • 0RZ4 97.875p, sold at 1.25 in 10k.