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Sonia Call Spread Seller, Rolling Bund Put Spread

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • RXN2 152.0/149.5ps, bought for 60.5 in 15k (rolling up)
  • DUN2 109.70/60/50/30p Condor, bought for -2 (receive) in 2.4k
  • 0RZ2 98/75/99.00/99.25c fly, bought for 2.35 synthetic in 5k
  • SFIM2 98.65/98.75cs, sold at 2 in 6.1k

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