Free Trial

OPTIONS: Sonia Call Structures Prevalent Wednesday

OPTIONS

Wednesday's Europe rates/bond options flow included:

  • RXV4 134.50/135.50cs 1x2, bought the 1 for -1 (receive) in 3k
  • ERZ4 96.50/96.75/97.25/97.50c condor, bought for 21 in 5k
  • ERH5 97.25/97.00/96.75p fly bought for 5 in 5.5k
  • 0RH5 98.12/9.37/98.50 broken c fly vs 97.37/97.12ps, bought the fly for flat in 3k
  • SFIX4 95.35/95.55/95.75c fly, bought for 6.5 and 6.75 in 7k total
  • SFIX4 95.55/95.45/95.20 broken p fly, bought for flat in 2k
  • SFIZ4 95.40/95.50/95.60/95.70c condor sold at 2.75 in 2k
  • SFIM5 96.50/96.70cs, bought for 5 in 4k

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.