OPTIONS: Plenty Of Sonia Trade Pre and Post BOE Decision
Feb-06 17:52
Thursday's Europe rates/bond options flow included:
- ERM5 98.375/98.50cs vs 97.625/97.50ps, bought back the ps for 0.75 in 28k
- ERM5 97.875/98.00/98.125/98.25c condor vs 97.75/97.625ps, bought the condor for 2 in 4k.
- ERU5 9825/98.50/98.75c fly bought for 2.5 in 2k.
- SFIH5 95.60/95.80/96.00c fly sold at 6 in 10k (pre-BoE)
- SFIJ5 96.15/96.25cs, bought for 1.5 in 5k. (pre-BoE)
- SFIK5 95.70/95.60/95.55/95.45 put condor, ppr sells 12k at 0.75
- SFIM5 95.80/95.60/95.40p fly, bought for 3.5 in 12.55k, around 20k in the past 2 sessions. (pre-BoE)
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OPTIONS: Upside Rate Plays Continue Tuesday
Jan-07 17:52
Tuesday's Europe rates/bond options flow included:
- DUH5 107.20/107.50cs 1x2, bought for -0.25 (receive) in 5k.
- OEH5 118.00/118.75cs, bought for 15.5 in 4.25k.
- ERG5 97.625/97.50ps 1x2, sold at 2.75 in 2.5k.
- ERM5 97.87/98.00/98.12/98.25c condor vs ERM5 97.62/97.50ps, bought the Condor for -0.25 (receive) in 3k.
- ERZ5 99.00/100.00cs, bought for 2.75 in 6k.
- 0NJ5 96.20/96.60/96.80 broken call fly, bought for 6.75 in 4k.
US TSYS/SUPPLY: WI 10Y Re-Open
Jan-07 17:48
WI eases to 4.675% from 4.682% ahead of the $39B 10Y note auction re-open (91282CLW9) cut-off at 1300ET, compares to last month's 1.7bp stop with 4.235% high yield vs. 4.252% WI.
FED: US TSY 9Y-10M AUCTION: NON-COMP BIDS $120 MLN FROM $39.000 BLN TOTAL
Jan-07 17:45
- US TSY 9Y-10M AUCTION: NON-COMP BIDS $120 MLN FROM $39.000 BLN TOTAL
