Free Trial

Several Call Spread Structures Wednesday

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • ERH4 96.12/96.25cs vs ERU4 96.6296.75cs, bought the Sep for 1.5 in 10k.
  • ERM4 96.50/96.62cs sold at 3.5 in 10k.
  • 0RZ3 97.25/97.62cs vs ERZ3 96.50/96.87cs, sold the mid at 2.25 in 6k
  • 0RF4 97.25/97.50 1x2 cs bought for 0 in 5k (bought the 1 leg)
  • SFIH4 94.80/94.95/95.05 call fly vs 94.45/94.35 put spread - pays 0.5 for the call fly in 5k

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.