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OPTIONS: Large Outright Sonia Calls Feature

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • ERG5 97.50/97.25ps sold at 0.75 in 5k
  • ERJ5 98.12/98.37/98.62c fly, bought for 6.5 in 5k.
  • ERJ5 98.25/98.50/98.75c fly, sold at 4 in 5k
  • ERZ5 99.00c vs 0RH5 98.75/99.25cs, bought the call for 5.25 in 4k
  • SFIZ4 95.40c, sold at 1.25 in 17.5k total
  • SFIM5 96.50c, bought for 5.5 in 5k
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Tuesday's Europe rates/bond options flow included:

  • ERG5 97.50/97.25ps sold at 0.75 in 5k
  • ERJ5 98.12/98.37/98.62c fly, bought for 6.5 in 5k.
  • ERJ5 98.25/98.50/98.75c fly, sold at 4 in 5k
  • ERZ5 99.00c vs 0RH5 98.75/99.25cs, bought the call for 5.25 in 4k
  • SFIZ4 95.40c, sold at 1.25 in 17.5k total
  • SFIM5 96.50c, bought for 5.5 in 5k