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