January 23, 2025 17:52 GMT
OPTIONS: Upside Theme In Euro Rates Continues
OPTIONS
Thursday's Europe rates/bond options flow included:
- ERJ5 97.75/97.87/98.00c fly, bought for 2.75 in 6.75k.
- ERJ5 97.8125/97.87/97.9375c fly, bought for 1 in 5k.
- ERM5 97.75/97.87/98.00c fly, bought for 1.25 in 2.5k.
- ERM5 97.8125/97.9375cs, bought for 4.75 in 2.5k.
- ERM5 98.00/98.12/98.25/98.37c condor bought for 1.5 in 20k.
- ERM5 98.12/.98.25/98.37c fly, bought for 0.25 in 10k.
- ERM5 98.00/98.12/98.25c fly, bought for 1.25 in 7.5k.
- ERM5 97.75/97.87/98.00/98.12c condor, bought for 3.25 in ~1.2k.
- ERM5 97.875/97.9375/98.12/98.1875, bought for 2 in 38k total
- ERM5 97.75/97.87/98.00c fly, bought for 1.25 in another 3k..
- SFIM5 95.90/96.10/96.30c fly vs 95.60p, bought the fly for -1 (receive) in 7k
- SFIU5 96.05/96.15/96.20/96.30c condor, bought for 1.25 in 4k.
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