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Flatteners And Bobl Combos


Wednesday's Europe rates/bond options flow included:

  • RXN2 153.5c, bought for 8 in 3k
  • RXQ2 150.50/151.00 cs, sold at 19.5 in 2k
  • RXQ2 149/146/143p fly, bought for 55 in 2k
  • RXU2 142.5/140.5/138.5p fly, bought for 9.5 in 5k
  • DUN2 108.30 put bought for 5 in 9.6k
  • DUN2 109.3/109.5cs sold at 3 in 3k vs RXN2 152/153.5cs, bought for 13 in 500
  • OEN2 124.50/125.25cs 1x2, sold at 6.5 in 1.5k
  • ERU2 99.50/99.375/99.25 2x3x1 put ladder sold at -4.5 in 15kx22.5kx7.5k
  • ERZ2 98.375/98.00ps, bought for 4.5 in 10k

Large bobl rolling down Combo:

  • OEN2 124/128 RR, sold the put at 56.5/57 in 25k
  • OEN2 123/125 RR, bought the put for 7 in 12.5k
  • OEN2 123/126 RR, bought the put for 20 in 18.75k

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