April 24, 2024 16:52 GMT
Predominantly Downside Wednesday
OPTIONS
Wednesday's Europe rates/bond options flow included:
- DUM4 105.30/105.20ps, bought for 4.5 in 2.6k
- OEM4 119.25/117.50ps 1x2 sold at 57.5 in 1k
- RXN4 130.50/128.00/125.50p fly, bought for 44 in 2k
- ERM4 96.12/96.00ps, bought for 0.75 in ~2.7k
- SFIK4 95.20/95.10/95.05p ladder bought for -2.75 in 2k
- SFIK4/SFIQ4 95.15/95.25/95.35/95.45c condor, bought the August for 2 in 4.5k
- SFIU4 95.40/95.60/95.80c fly, bought for 1.75 in 2k
- SFIZ4 95.90/96.10cs vs 95.10/94.90ps, bought the ps for 4.25 in 1k
65 words