Free Trial

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
65 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

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