OPTIONS: Notable Vol Trades In UK Rates
Feb-09 17:52
Monday's Europe rates/bond options flow included:
- DUJ6 106.90/106.80/106.70/106.50p condor, bought for 2.25 in 10k total now
- ERZ6 98.125/98.3125/98.4375/98.625 call condor paper paid 2.75 on 3K
- SFIH6 96.50^, bought for 5.75 in 4k
- SFIH6 96.45/96.55/96.60/96.75 call condor, paper sells for 2.75 in 12k
- SFIN6 96.60/96.80cs 1x2, bought for 5.5 in 8k
- SFIU6 96.65^, trades for 22.25 in 12k, this was done Paper to Paper, some suggest bought
- SFIU6 96.75^, bought for 20.5 in 5k
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