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OPTIONS: Upside In RX, Mixed Euro Rates Monday

OPTIONS

Monday's Europe rates/bond options flow included:

  • RXG5 136/137 call spread paper paid 11 on 4.5K.
  • 2x ERG5 98.25 calls lifted vs. 1x ERF5 97.87 calls, with paper paying 1.0 on 6.25K for the G5. ERH5 last 97.705
  • ERH5 97.50/98.25 combo paper paid 1 on 6K, buying the puts to sell the calls.
  • ERM5 98.12/50 call spread 10K given at 7.75/7.5
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Monday's Europe rates/bond options flow included:

  • RXG5 136/137 call spread paper paid 11 on 4.5K.
  • 2x ERG5 98.25 calls lifted vs. 1x ERF5 97.87 calls, with paper paying 1.0 on 6.25K for the G5. ERH5 last 97.705
  • ERH5 97.50/98.25 combo paper paid 1 on 6K, buying the puts to sell the calls.
  • ERM5 98.12/50 call spread 10K given at 7.75/7.5