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OPTIONS: Sizeable Sonia Call Condor, Mixed Euribor Structures Thursday

OPTIONS

Thursday's Europe rates/bond options flow included:

  • ERZ4 97.12/97.00 1x2 put spread bought for 0.5 in 7.5k
  • ERZ4 97.12/97.25/97.37c fly, bought for 2.5 in 6k
  • 0RZ4 98.00/97.75/97.62 broken put fly bought for 4.25 in 5k
  • SFIH5 95.95/96.05/96.15/96.25 call condor bought for 2 in 23k
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Thursday's Europe rates/bond options flow included:

  • ERZ4 97.12/97.00 1x2 put spread bought for 0.5 in 7.5k
  • ERZ4 97.12/97.25/97.37c fly, bought for 2.5 in 6k
  • 0RZ4 98.00/97.75/97.62 broken put fly bought for 4.25 in 5k
  • SFIH5 95.95/96.05/96.15/96.25 call condor bought for 2 in 23k