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Taking Profit On ED Downside

OPTIONS

Friday's US rates / bond options flow included:

  • EDU2 99.0625/98.0625ps, bought for 10 in 10k - flattener versus selling 3EM 97.75/97.25ps at7.5 in 5k vs 98.24 - net 6.5 debit.
  • 0EZ1 99.25/99.37/99.5625 broken c fly, bought for 1 in 30k
  • 0EZ1 99.33/97.11 ps ref 06 d.32, sold at 19 in 26k, done on block
  • 0EZ1 99.37/99.00ps, sold at 25 in 35k on block
  • FVZ1 121.00p, bought for 11 in 15k

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