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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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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.