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A Couple Of Schatz Structures

OPTIONS

Tuesday's European rates / bonds options flow included:

  • DUZ1 112.3/112.4 call spd 1.75 over DUV1 112.3 calls paid 10k
  • Buying DUZ1 112.30/112.40 call spread vs Selling 112.10 puts for net 0.5
  • OEX1 135.75/136cs vs 135p, bought the cs for -3.5 (receives) in 2k
  • RXV1 171.50p, sold 16k at 54.5/54 (ref 171.34), and 9k at 44 (ref 171.50)
  • RXV1 171.5/170.5ps 1x1.33 was sold at 28 in 5k
  • ERM3 100.62/100.50ps 1x2, bought for -5.5 (receives) in 4.5k
  • 0LZ1 99.37/99.25ps 1x2, bought for 0.75 in 10k

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