Free Trial

Wednesday Options Summary

OPTIONS

Wednesday's US rates/bond options flow included:

  • SFIM4 95.60/95.80cs vs 94.95/94.75ps, bought the cs for 3 in 5k
  • SFRF4 94.75/95.25/95.75c fly sold at 15 in 4k
  • SFRF4 94.56/94.81cs sold at 23.5 in 20k total
  • SFRF4 94.68/94.75/94.81/94.87c condor, traded half and 0.75 in 3k
  • SFRG4 94.87/94.75ps 1x2 traded 2.25 in 2k
  • SFRH4 94.68/94.62/94.56p fly traded half in 2k
  • SFRH494.75/94.68/94.62p ladder traded for half in 5k
  • SFRM4 95.37/95.62cs traded 9.5 in 4k
  • SFRM4 95.50/95.62/95.75/95.87c condor traded 1 in 3k
  • SFRM4 95.50^ vs 2QM4 96.75^ spread traded 13.5 for the 2yr mid in 5k
  • SFRM4 96.12c traded 12 in 4k.
  • SFRU4 96.50/98.00cs vs 2QU4 9700.97.37cs, bought the front for 5.75 and 6 in 5k
  • SFRM4 95.00/95.25/95.50/95.75c condor, sold at 9 in 5k

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.