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OPTIONS: Upside Rate Plays Continue Tuesday

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • DUH5 107.20/107.50cs 1x2, bought for -0.25 (receive) in 5k.
  • OEH5 118.00/118.75cs, bought for 15.5 in 4.25k.
  • ERG5 97.625/97.50ps 1x2, sold at 2.75 in 2.5k.
  • ERM5 97.87/98.00/98.12/98.25c condor vs ERM5 97.62/97.50ps, bought the Condor for -0.25 (receive) in 3k.
  • ERZ5 99.00/100.00cs, bought for 2.75 in 6k.
  • 0NJ5 96.20/96.60/96.80 broken call fly, bought for 6.75 in 4k.
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Tuesday's Europe rates/bond options flow included:

  • DUH5 107.20/107.50cs 1x2, bought for -0.25 (receive) in 5k.
  • OEH5 118.00/118.75cs, bought for 15.5 in 4.25k.
  • ERG5 97.625/97.50ps 1x2, sold at 2.75 in 2.5k.
  • ERM5 97.87/98.00/98.12/98.25c condor vs ERM5 97.62/97.50ps, bought the Condor for -0.25 (receive) in 3k.
  • ERZ5 99.00/100.00cs, bought for 2.75 in 6k.
  • 0NJ5 96.20/96.60/96.80 broken call fly, bought for 6.75 in 4k.