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OPTIONS: Soft PMI Data Rekindles Upside Interest

OPTIONS

Monday's Europe rates/bond options flow included:

  • RXX4 134.50/136.50cs sold at 65.5 in 5k
  • ERV4 97.00/97.12cs 1x1.5, bought for 1.75 in 5k
  • ERX4 97.37c, bought for 1.5 in 35k (ref 96.99).
  • ERZ4 97.12/97.25/97.37c fly, bought for 1.25 in 3k.
  • 0RZ4 98.25/98.50cs vs 97.87/97.75ps, bought the cs for 3 in 5k
  • 2RZ4 99.00c, bought for 0.75 in 3k.
  • SFIZ4 95.60/95.70cs vs 95.35/94.95ps, bought the cs for 1 in 4k
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Monday's Europe rates/bond options flow included:

  • RXX4 134.50/136.50cs sold at 65.5 in 5k
  • ERV4 97.00/97.12cs 1x1.5, bought for 1.75 in 5k
  • ERX4 97.37c, bought for 1.5 in 35k (ref 96.99).
  • ERZ4 97.12/97.25/97.37c fly, bought for 1.25 in 3k.
  • 0RZ4 98.25/98.50cs vs 97.87/97.75ps, bought the cs for 3 in 5k
  • 2RZ4 99.00c, bought for 0.75 in 3k.
  • SFIZ4 95.60/95.70cs vs 95.35/94.95ps, bought the cs for 1 in 4k