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OPTIONS: Mixed Rates Trade, With Large Bobl Call Fly Selling

OPTIONS

Monday's Europe rates/bond options flow included:

  • OEF5 119.5/120/120.5 call fly 17.5K given at 6.5/6.0
  • ERZ4 97.37 calls 5.5K given at 0.5.
  • ERH5 97.75/97.62/97.50/97.37 put condor paper paid 4 on 7.5K.
  • ERJ5 98.375/98.625/98.75 1x3x2 call fly paper paid 2.25 on 4K
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Monday's Europe rates/bond options flow included:

  • OEF5 119.5/120/120.5 call fly 17.5K given at 6.5/6.0
  • ERZ4 97.37 calls 5.5K given at 0.5.
  • ERH5 97.75/97.62/97.50/97.37 put condor paper paid 4 on 7.5K.
  • ERJ5 98.375/98.625/98.75 1x3x2 call fly paper paid 2.25 on 4K