September 09, 2024 17:15 GMT
OPTIONS: Largely Upside In Rate Trades Monday
OPTIONS
Monday's European rates/bond options flow included:
- ERX4 95.87/95.75/95.62p fly, bought for 2.5 in 2k
- ERZ4 97.00/97.12cs 1x1.5, bought for 0.75 in 30k
- ERM5 97.75c, bought for 29.75 in 9k (ref 97.80, 53 del).
- 0RZ4 98.125/98.50cs, bought for 8 in 4k.
- 2RH5 98.25/98.50/98.75/99.00c condor, bought for 3.25 in 4k
- SFIZ4 95.15/95.40/95.80/96.05c condor, bought for 18.25 in 3k
- 0NZ4 96.80/97.00cs vs 96.00/95.80ps, bought the cs for 2 in 3k.
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