Wednesday's Europe rates/bond options flow included:

  • ERU4 96.50/96.37/96.25p fly, bought for 2.25 in 6k
  • ERV4 96.62/96.75/96.87c fly, bought for 2.75 in 2.5k
  • ERV4 96.50/96.37/96.25p fly bought for 1.5 in 4k
  • ERZ4 96.75/96.87cs 1x1.25, bought the 1 for 1.5 in 5k
  • ERZ4 96.87^ vs 96.75p, sold the straddle at 15.75 in 4k
  • ERH5 97.25/97.75cs bought for 5.5 in 5k
  • SFIQ4 95.00/95.05/95.10/95.15c condor is still being bought for 1, looks like14.5k total

OPTIONS: Large Sonia Call Condor Buying Features Ahead Of UK Election

Last updated at:Jul-03 16:52By: Tim Cooper

Wednesday's Europe rates/bond options flow included:

  • ERU4 96.50/96.37/96.25p fly, bought for 2.25 in 6k
  • ERV4 96.62/96.75/96.87c fly, bought for 2.75 in 2.5k
  • ERV4 96.50/96.37/96.25p fly bought for 1.5 in 4k
  • ERZ4 96.75/96.87cs 1x1.25, bought the 1 for 1.5 in 5k
  • ERZ4 96.87^ vs 96.75p, sold the straddle at 15.75 in 4k
  • ERH5 97.25/97.75cs bought for 5.5 in 5k
  • SFIQ4 95.00/95.05/95.10/95.15c condor is still being bought for 1, looks like14.5k total