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Several Call Spread Trades

OPTIONS

Monday's Europe rates / bond options flow included:

  • ERZ3 96.75/97.25 call spread 5K given at 2.25
  • ERH4 96.75/97.25 call spread bought for 5 in 3k (vs 96.03)
  • ERH4 98.50/99.50 call spread sold at 1.75 in 7.5k
  • ERM4 97.00/98.00/99.00 call fly paper paid 7 on 4K
  • 0RV3 96.875/97.125 call spread bought for 6.75 in 2k (v 96.62)

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