OPTIONS: Little More Lean Toward Put Structures Than Earlier In The Week
Aug-08 16:52
Friday's Europe rates/bond options flow included:
- DUV5 107.20/107.10/106.90 broken put ladder, bought for 1 and 1.5 in 7.6k
- RXU5 (15th Aug) 130.00/129.50ps vs 130.5/131.00cs, bought the ps for 5 in 2k
- ERV5 98.1875/98.3125/98.375/98.5625c condor, sold at 1.25 in 4k
- ERZ5 98.25/98.1875 put spread 5K given at 4.5
- SFIZ5 96.1096.25/96.40/96.55c condor, sold at 6.75 in 7k
- SFIZ5 96.20/96.15/96.10/96.00broken put condor, bought for 0.75 in 3k
- SFIH6 96.50/97.00cs 1x1.5, bought for 7 in 2k
- SFIM6 96.75/97.25/97.75c fly, bought for 5.5 in 5k
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OPTIONS: Sonia Call Structure Buying Picks Up
Jul-09 16:52
Wednesday's Europe rates/bond options flow included:
- RXQ5 128.5/127.5ps, bought for 11.5 in 4.5k
- SFIU5 96.00p with SFIZ5 96.05p, sold the strip at 5.5 in 4k
- SFIZ5 95.85/96.25/96.05c fly, bought for 3.75 in 11k
- SFIZ5 96.85c, bought for 2 in 4k vs selling SFIU5 96.00p at 2.5 in 1k
- ERU5 97.9375/97.75ps, bought for 0.25 in 7.5k
- ERU5 97.9375/97.8125ps, bought for 0.25 in 20.5k (ref 98.15).
- ERZ5 98.31/98.43cs, sold at 2.75 in 16k
- ERH6 98.0625/98.1875/98.375/98.625 broken c condor vs ERH6 97.8125/97.6875/97.5625 p fly, bought the condor for 2.5 in 5k
US TSYS/SUPPLY: WI 10Y R/O
Jul-09 16:48
- WI 10Y slips to 4.362% from 4.367% ahead of the $39B 10Y note auction re-open (91282CNC1) cut-off at 1300ET, compares to last month's stop: 4.421% high yield vs. 4.430% WI.
FED: US TSY 9Y-10M AUCTION: NON-COMP BIDS $102 MLN FROM $39.000 BLN TOTAL
Jul-09 16:45
- US TSY 9Y-10M AUCTION: NON-COMP BIDS $102 MLN FROM $39.000 BLN TOTAL
