OPTIONS: Colossal Call Structures In Sonia, Good Size In Bund To Close The Week
Mar-13 16:52
Friday's Europe rates/bond options flow included:
- DUJ6 106.20^, bought for 46 in 2.5k
- OEJ6 117/118cs 1x2, sold at 9 and 8 in 12k
- OEJ6 116.75/117.25cs 1x2, bought for 1.5 in 3k
- OEK6 116.5/117.5/118c ladder, bought for 21 and 22 in 6k
- RXK6 126.5/125.5ps, sold at 43.5 in 4k
- RXK6 127/128/129/130c condor, bought for 23.5 in 10k
- ERJ6 97.62/97.50ps trades 3.25 in 21k
- SFIM6 96.40/96.50/96.65/96.75c condor sold at 2.75 down to 2.5 in 65k
- SFIM6 96.40/96.50/96.80/96.90c condor sold at 3 down to 2.75 in 20k
SFIZ6 96.35/96.50cs vs 96.25/96.10ps, trades 1.25 for the cs in 25k
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SONIA OPTIONS: M7 Call Buyer
Feb-11 16:43
SFIM7 98.00 call, paper paid 2 in 15k
EURIBOR OPTIONS: Costless ERZ6 CS vs Put Structure
Feb-11 16:42
ERZ6 98.50/99.00 call spread in 16.5k vs ERZ6 97.8125 put in 5.5k, paper buys the call spread for zero net cost.
OPTIONS: Larger FX Option Pipeline
Feb-11 16:34
- EUR/USD: Feb13 $1.1750(E2.1bln), $1.1775(E1.3bln), $1.1800(E3.2bln), $1.1820-25(E1.4bln), $1.1850(E4.4bln), $1.1875(E1.2bln), $1.1900(E1.6bln), $1.1950(E2.7bln)
- USD/JPY: Feb13 Y152.00($1.5bln), Y154.00($1.5bln), Y155.00($1.4bln), Y156.00($1.4bln), Y158.00($1.3bln), Y158.50($1.6bln), Y159.00($2.0bln), Y160.00($3.1bln); Feb17 Y156.00($1.9bln)
- GBP/USD: Feb13 $1.3470-75(Gbp1.0bln)
- EUR/GBP: Feb13 Gbp0.8736-45(E1.0bln)
- AUD/USD: Feb13 $0.6800(A$1.6bln)
- USD/CAD: Feb13 C$1.3770-75($1.0bln)
- USD/CNY: Feb13 Cny6.9000($1.2bln), Cny6.9700($1.2bln)
