OPTIONS: Euribor Upside Plays And Sonia Call Condor Trades Continue
Aug-28 16:52
Thursday's Europe rates/bond options flow included:
- OEV5 118.20/119.25cs vs 117.50p, bought the cs for 6 in 1k
- OEV5 117.25/117.00ps, bought for 3 in 4k
- ERZ5 98.125/98.1875/98.25c fly, bought for 0.75 in 2k
- ERZ5 98.0625/98.1875/98.3125c fly, bought for 2.25 in 2k
- ERH6 99.00/99.50cs, bought for half in 10k
- SFIZ5 96.25/96.35/96.45/96.55c condor vs 96.05p, bought the condor for 0.25 in 5k
- SFIZ6 97.25/97.75 call spread paper paid 4.5 on 5K
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OPTIONS: Multiple Upside Plays In Rates Seen Tuesday
Jul-29 16:52
Tuesday's Europe rates/bond options flow included:
- RXU5 134c, bought for 2 in 4.5k
- ERZ5 98.37/98.50 call spread, bought for 1.0 in 30k. Traded vs 98.105 and 98.110
- ERH6 97.875/98.375/98.875 call fly sold out at 21 in 25.5k
- SFIU5 96.15/96.25/96.30c fly, bought for 1 in 8.88k
- SFIX5 96.60/96.70cs, bought for 0.75 in 5k
- SFIZ5 96.65/96.75cs, was bought earlier for 0.75 in 10k
- SFIH6 96.75/96.90cs, bought for 2.25 in 8.88k
- SFIM6 97.40/97.50cs, bought for 0.75 in 10k
US TSYS/SUPPLY: WI 7Y
Jul-29 16:46
- WI 7Y has receded to 4.115% from 4.126% earlier, Tsys trading near session highs (TYU5 +16 at 111-08.5, yld 4.3402% -.0696) heading into the US Tsy $44B 7Y Note auction (91282CNR8) cutoff at 1300ET.
FED: US TSY 7Y AUCTION: NON-COMP BIDS $83 MLN FROM $44.000 BLN TOTAL
Jul-29 16:45
- US TSY 7Y AUCTION: NON-COMP BIDS $83 MLN FROM $44.000 BLN TOTAL
