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OPTIONS: Upside Thursday Gives Way To More Mixed Rates Trade Friday

OPTIONS

Friday's Europe rates/bond options flow included:

  • ERZ4 97.37/97.50cs 1x2, bought for 1.25 in 6k.
  • ERF5 97.75/97.625ps 1x1.25, bought for 3.75 in 5k.
  • ERF5 97.75/97.625ps 1x2, bought for 1.5 in 6k.
  • ERF5 97.625/97.50 1x2 put spread paper paid 0.25 on 8K
  • SFIZ4 95.35/94.95ps vs 95.60/95.70cs, bought the ps for 2 and 2.25 in 5k.

     
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Friday's Europe rates/bond options flow included:

  • ERZ4 97.37/97.50cs 1x2, bought for 1.25 in 6k.
  • ERF5 97.75/97.625ps 1x1.25, bought for 3.75 in 5k.
  • ERF5 97.75/97.625ps 1x2, bought for 1.5 in 6k.
  • ERF5 97.625/97.50 1x2 put spread paper paid 0.25 on 8K
  • SFIZ4 95.35/94.95ps vs 95.60/95.70cs, bought the ps for 2 and 2.25 in 5k.