January 30, 2025 17:52 GMT
OPTIONS: Upside Plays Continue Unabated Both Pre- And Post-ECB
OPTIONS
Thursday's Europe rates/bond options flow included:
Pre-ECB decision:
- ERK5 97.8125/97.9375/98.0625c fly, bought for 2 in 4k.
- ERM5 98.00/98.12/98.25c fly, bought for 1.25 in 2.5k.
- ERM5 98.12/98.25cs, has been bought for half in 12k to bring the recent total to 127k
- ERZ5 97.75/97.87/98.00c fly, bought for 1.15 synth in 4k.
- SFIH5 95.75/95.90 call spread paper paid 1 on 6K.
Post-ECB decision:
- ERK5 97.75/97.87/98.00c fly bought for 2 in 7.5k.
- ERM5 97.8125/97.9375 cs, bought for 4.75 in 25k.
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