Free Trial

OPTIONS: Rates Call Condors Continue To Soar

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • ERJ5 97.875/97.9375/98.00/98.0625c condor, bought for 2 in 8.5k total
  • ERK5 97.68/62/56/43 broken p condor bought for half in 3k
  • ERM5 98.00/98.25/98.62 broken c fly, bought for 4 in 3k
  • ERM5 97.9375/98.0625/98.1875c fly, bought for 3 in 6.5k
  • ERU5 97.87/98.00/98.12/98.25c condor, sold at 3.5 in 3k
  • ERU5 98.125/98.25cs vs 97.625p, bought the cs for 1.5 in 10k
  • SFIM5 96.15/96.25/96.35/96.45c condor, bought for 1 in 5k
63 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

Tuesday's Europe rates/bond options flow included:

  • ERJ5 97.875/97.9375/98.00/98.0625c condor, bought for 2 in 8.5k total
  • ERK5 97.68/62/56/43 broken p condor bought for half in 3k
  • ERM5 98.00/98.25/98.62 broken c fly, bought for 4 in 3k
  • ERM5 97.9375/98.0625/98.1875c fly, bought for 3 in 6.5k
  • ERU5 97.87/98.00/98.12/98.25c condor, sold at 3.5 in 3k
  • ERU5 98.125/98.25cs vs 97.625p, bought the cs for 1.5 in 10k
  • SFIM5 96.15/96.25/96.35/96.45c condor, bought for 1 in 5k