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Week Opens With Mixed Rates Trade

OPTIONS
Monday's US rate options flow included:
  • EDH3 95.50c, sold at 28.5 in 10k
  • EDH3 97.25c, bought for 3.5 in 1k
  • EDH3 95.87/95.37ps, bought for 31.75 in 10k
  • SFRH3 96.50/97.00cs, bought for 5 in 3k
  • SFRX2 95.75/955.ps 1x2, traded 4 in 8k
  • SFRX2 96.12/96.25cs traded 1.5 in 4k
  • SFRZ2 96.50/97.00cs traded 1.75 in 4k
  • SFRZ2 95.87/96.00cs traded 3.5 in 6k
  • SFRF3 95.50/95.75/96.00c ladder sold at 2.75 down 2.5 in 10k (ref 95.61, 16 del).
  • SFRZ2 95.62/96.50cs, bought for 20.5 in 10k (block)
  • SFRH3 96.50/97.00cs, bought for 5 in 10k total

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