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Predominantly Call Fly Buying In Rates Thursday

OPTIONS

Thursday's Europe rates/bond options flow included:

  • DUQ4 106.0 call, sold for 5.25 in 4k
  • DUU4 106.5/107.0 call spread, bought for 2.75 in 4.5k
  • RXQ4 131.5 C vs 2x RXU4 133/135 c1x1.5 ppr sold at 36 In 2k (bought call spread)
  • ERU4 96.25/96.375/96.50 put fly, bought for 1.5 in 4k
  • ERX4 96.75/96.875/97.00 call fly, bought for 2.5 in 8k
  • ERZ4 97.125/97.375/97.625 call fly, bought for 1 in 10k
  • SFIU4 95.05/95.10/95.20 1x1.5x0.5 call fly, bought for 1.5 in 3.5k

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