Tuesday's Europe rates/bond options flow included:
- ERV4 97.00/96.87ps 1x2, bought for 2.5 in 6k total
- ERX4 97.00/96.875/96.75p fly, bought for 3 in 2k
- ERZ4 97.00c with ERH5 97.375p strip vs ERH6/3RH5 97.75p calendar spread, bought the strip for 19 and 19.5 in 7.5k.
- 0RV4 97.25/97.50/98.12/98.37c condor, bought for 21 in 4k
- TKYU4 96.6875/96.625//96.5625p fly, bought for 2.5 in 500 lots - Note, First ESTR option trade, traded on ICE, only small, could have been a test run, given the smaller size
- SFIU4 95.25/95.35cs, bought for 1.25 and 1.5 in 8k