November 01, 2023 17:52 GMT
Several Call Spread Structures Wednesday
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