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Primarily Upside Rate Plays To Start The Week

OPTIONS

Monday's Europe rates / bond options flow included:

  • 3RU3 96.75/97.00/97.62/97.87c condor, bought for 19 and 19.25 in 6.5k
  • ERU3 96.12/96.37/96.50 broken c fly, bought for 8.5 in 4k (ref 96.175).
  • ERU4 98/99cs, bought for 7.5 in 4k
  • 3RU3 96.75/97.00/97.62/97.87c condor, bought for 19 and 19.25 in 6.5k
  • Buys SFIZ3 94.15/94.40/94.65 call fly vs selling 93.50/93.40 put spread -bought for 3.5 in 4k

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