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Wednesday's Rate Options Trade

OPTIONS

Wednesday's US rates / bond options flow included:

  • SFRK3 95.00/94.75ps traded 3 in 1k
  • SFRK3 95.25/95.00/94.62p fly traded 6.5 in 3k
  • SFRK3 95.18/95.25cs vs 94.81/94.50ps traded 0.25 for the ps in 2k
  • SFRK3 94.50/94.25ps traded 3 in 1k
  • SFRM3 94.87/94.75ps, traded 3.5 in 1k
  • SFRM3 94.93/94.62ps traded 7.5 in 2k
  • SFRM3 94.75/95.12/95.50 iron fly traded 25.5 in 3k
  • SFRM3 95.00/95.15/95.37c fly, traded 2.75 in 6.5k
  • SFRM3 95.00/94.75ps vs 96.50c sold the call at flat in 2.5k
  • SFRM3 94.87/95.37^^ sold at 30.5 in 2k, was sold earlier at 30 in 1k
  • SFRM3 95.25^^, bought for 51.5 in 2k
  • EDM3 95.87c vs SFRM3 96.00c, bought the SFR for 1 in 10k (on Block)
  • SFRJ3 94.87/95.00/95.25/95.37 iron condor, bought for 5.5 in 5k (was bought for 20k yesterday)
  • 3QK3 96.87/97.62 combo, bought the put for 1.5 in 3.5k

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