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OPTIONS: Large Euribor Call Condor Buying Features Weds

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • DUZ4 107.5/107.9cs with 107.6/107.8cs strip, bought for 12.5 in 3k.
  • ERZ4 96.625/96.75/96.875/97.00c condor sold at 3.75 in 5k.
  • ERZ4 97.00/96.87/96.75, bought for 3.25 in 3.7k.
  • ERZ4 97.25/97.375/97.50/97.625c condor, bought for 45k total for 1.25 and 1.5
  • ERZ4 97.37/97.62/97.87c fly, bought for 1.25 in 22.5k.
  • ERZ4 97.125/97.25/97.375 1x3x2 call fly paper paid 0 for the wings on +5K.
  • ERZ4 97.12^, bought for 20.5 in 5k, this was also bought in 5k Tuesday
  • SFIZ4 95.50/95.65/95.80c fly, bought for 3.25 in 5.5k
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Wednesday's Europe rates / bond options flow included:

  • DUZ4 107.5/107.9cs with 107.6/107.8cs strip, bought for 12.5 in 3k.
  • ERZ4 96.625/96.75/96.875/97.00c condor sold at 3.75 in 5k.
  • ERZ4 97.00/96.87/96.75, bought for 3.25 in 3.7k.
  • ERZ4 97.25/97.375/97.50/97.625c condor, bought for 45k total for 1.25 and 1.5
  • ERZ4 97.37/97.62/97.87c fly, bought for 1.25 in 22.5k.
  • ERZ4 97.125/97.25/97.375 1x3x2 call fly paper paid 0 for the wings on +5K.
  • ERZ4 97.12^, bought for 20.5 in 5k, this was also bought in 5k Tuesday
  • SFIZ4 95.50/95.65/95.80c fly, bought for 3.25 in 5.5k