Wednesday's Europe rates/bond options flow included:

  • DUX4 107.00/107.30 1x2 cs  vs +DUZ4 107.00/107.30 1x2 - receiving net 4 (Rolling Nov into Dec) in 5k
  • ERX4 97.00/97.12cs 1x2, bought the 1 for -1.5 (receive) in 3k
  • OEV4 120.25/120.75 call spread paper paid 7.5 on 4K.
  • SFIX4 95.30/95.40/95.50/95.60c condor, sold at 3.5 in 3k.

OPTIONS: Mixed Trade Leans Toward Upside Wednesday

Last updated at:Sep-04 16:43By: Tim Cooper

Wednesday's Europe rates/bond options flow included:

  • DUX4 107.00/107.30 1x2 cs  vs +DUZ4 107.00/107.30 1x2 - receiving net 4 (Rolling Nov into Dec) in 5k
  • ERX4 97.00/97.12cs 1x2, bought the 1 for -1.5 (receive) in 3k
  • OEV4 120.25/120.75 call spread paper paid 7.5 on 4K.
  • SFIX4 95.30/95.40/95.50/95.60c condor, sold at 3.5 in 3k.