September 18, 2024 17:28 GMT
OPTIONS: Largely Upside Plays Pre-Fed
OPTIONS
Wednesday's Europe rates/bond options flow included:
- DUV4 107.00/107.20/107.40c fly sold at 2.5 in 1k (expiry Friday)
- OEV4 119.75/119.25ps, sold at 22 and 21.5 in 6k
- RXX4 136/138/138.5c ladder bought for 22.5 in 4k
- ERV4 97.00/96.875 ps 1x5, bought for 1.5 and 1.75 in 4k (4k x 20k).
- ERX4 97.12/97.25/97.37c fly bought for 0.75 in 4k
- ERX4 97.00/96.87/96.75/96.62p condor sold at 6 in 2k.
- 0RH5 98.50/98.75 call spread paper paid 3.5 on 14.5K
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