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OPTIONS: Large Sonia Call Fly, Bund Structures Feature Thursday

OPTIONS

Thursday's Europe rates/bond options flow included:

  • RXZ4 133.00 call bought for 12 to 15 in 10k all day
  • RXF5 133/131 put spread bought for 44.5/45 in 5k
  • ERH5 97.62p (x2) with ERH5 97.87c (x1) vs 2RH5 97.75p, bought the fronts for 11.75 in 2.7k.
  • SFIM5 96.00/96.50/97.00 call fly paper paid 7.5 on 17K
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Thursday's Europe rates/bond options flow included:

  • RXZ4 133.00 call bought for 12 to 15 in 10k all day
  • RXF5 133/131 put spread bought for 44.5/45 in 5k
  • ERH5 97.62p (x2) with ERH5 97.87c (x1) vs 2RH5 97.75p, bought the fronts for 11.75 in 2.7k.
  • SFIM5 96.00/96.50/97.00 call fly paper paid 7.5 on 17K