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Significant Sonia Condor Activity Of Note Tuesday

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • RXQ4 135/136cs with 135.50/136.50cs strip sold at 24 in 3k
  • SFIX4 95.30/95.40/95.50/95.60c condor, 13k total
  • SFIZ4 95.00/95.10/95.20 put ladders bought for 0.75 in 2k
  • ERU4 96.50/96.875/97.25 c fly, sold at 4 in 7.5k
  • ERZ4 96.87/97.12 call spread paper paid 4.5 on 5K

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