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Sonia Put Fly Selling Continues Wednesday

OPTIONS

Wednesday's Europe rates/bond options flow included:

  • RXJ4 134/135cs, bought for 15 in 3k
  • ERM4 96.25/96.37/96.5096.62c condor bought for 6.25 in 6k
  • ERZ4 97.25/96.75/96.00 broken p fly, bought for 13 in 10k
  • ERU4 97.50c, was bought for 4 in 8k
  • SFIM4 95.05/94.90/94.65p fly sold at 4 in 10.5k (around ~33k has been sold this week)
  • SFIM4 95.45/95.55/95.65/95.75c condor sold at flat in 6.25k

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