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OPTIONS: US Options Wrap: Mixed Rates Trade Thursday

OPTIONS
BulletMarketsForeign Exchange Bullets

Thursday's US rates/bond options flow included:

  • SFRZ4 95.50/95.56/95.62c fly, bought for 0.75 in 3k
  • SFRZ4 95.56/95.62/95.68 call fly trades 1.5/11k
  • SFRZ4 95.43/95.37ps vs SFRF5 95.50/95.37ps, bought the F5 for 0.25 in 8k total
  • SFRZ4 95.50/95.43 p1x2 trades 1.25 in 6k
  • SFRZ4 95.56/95.62 c/s (vs 9554.75 d8) trades 2.5 in1.5k
  • SFRZ4 95.56/95.62/95.68 call fly trades 1.5 in 11k
  • SFRZ4 95.62/95.37 put spread trades 10.75 in 2.5k
  • SFRZ4 95.62/95.68 cs trades .75 in 12k
  • SFRF5 95.68/95.50 put spread vs 96.06/96.18 call spread trades 4.75 in 4k
  • SFRG5 96.00/95.87/95.75 put fly bought for 1.5 in 5k
  • SFRJ5 95.62/95.50ps, bought for 3.5 in 25k
  • 0QZ4 97.00c sold at 1 in 2k (synth 0.75)
  • 0QF5 96.87/96.50/96.12 put fly trades 8 in 2k
  • 2QZ4 96.25/96.50/96.62 c-tree vs 9620 d12 trades 4.5 in 3k
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Thursday's US rates/bond options flow included:

  • SFRZ4 95.50/95.56/95.62c fly, bought for 0.75 in 3k
  • SFRZ4 95.56/95.62/95.68 call fly trades 1.5/11k
  • SFRZ4 95.43/95.37ps vs SFRF5 95.50/95.37ps, bought the F5 for 0.25 in 8k total
  • SFRZ4 95.50/95.43 p1x2 trades 1.25 in 6k
  • SFRZ4 95.56/95.62 c/s (vs 9554.75 d8) trades 2.5 in1.5k
  • SFRZ4 95.56/95.62/95.68 call fly trades 1.5 in 11k
  • SFRZ4 95.62/95.37 put spread trades 10.75 in 2.5k
  • SFRZ4 95.62/95.68 cs trades .75 in 12k
  • SFRF5 95.68/95.50 put spread vs 96.06/96.18 call spread trades 4.75 in 4k
  • SFRG5 96.00/95.87/95.75 put fly bought for 1.5 in 5k
  • SFRJ5 95.62/95.50ps, bought for 3.5 in 25k
  • 0QZ4 97.00c sold at 1 in 2k (synth 0.75)
  • 0QF5 96.87/96.50/96.12 put fly trades 8 in 2k
  • 2QZ4 96.25/96.50/96.62 c-tree vs 9620 d12 trades 4.5 in 3k