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OPTIONS

Wednesday's US Treasury/rate options flow included:

  • TYF4 116/118cs, bought for 2 in 10k
  • SFRM4 94.37/95.75 RR, sold the call at half in 6k
  • SFRZ3 94.62/94.68/94.75/94.81c condor, bought again for 0.75 in 7.5k total
  • SFRX3 94.56/94.68/94.81c ladder, traded 1 in 5k
  • SFRX3 94.50/94.68/94.87c fly, traded 4.25 in 5k
  • SFRZ3 95.00/94.43/94.37/94.25p condor traded 2 in 2.5k
  • SFRZ3 94.62/94.68/94.75/94.81c condor traded 0.75 in 2.5k
  • SFRF4 94.62/94.75/94.87/95.00c condor traded for 1.5 in 2k
  • SFRG4 94.25/94.00ps, traded 2.25 in 7.5k
  • SFRG4 94.43/94.18ps 1x2 traded 2.75 in 2.5k
  • SFRG4 94.25/94.00ps traded 2.25 in 2.6k (Block)
  • SFRH4 94.37/94.62/94.87c fly traded 6.5 in 5k (block)
  • 0QX3 95.25p traded 15.5 in 8.5k
  • 0QX3 96.00/96.50/95.00p ladder traded 29 in 4k
  • 0QZ3 95.87/96.25/96.50c fly traded 2 in 2.5k
  • 2QX3 97.75/97.50/95.93/95.68p condor, traded 10 in 10k
  • 0QX3 95.25^ sold at 30.5 in 1k
  • 0QX3 95.50c, sold at 7 in 2.5k

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