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OPTIONS: Quiet Post-Holiday Return To Sonia Trade

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • ERX4 97.125/97.25cs vs 96.875/96.75ps, bought the cs for -1.25 (receive) in 2k
  • SFIX4 95.45/95.55/95.65c fly, bought for 1.75 in 2k

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