November 22, 2024 17:52 GMT
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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