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A Few Hawkish Plays On ECB March Meeting

OPTIONS

Monday's rates / bond futures options included:

  • RXH2 164.5/167.5 combo, bought the call for 5 in 2.5k
  • RXH2 163/162/161p fly, bought for 4in 4k (Target circa 0.48% in yield)
  • RXH2 169p, sold at 3.55/3.56 in 10k (part of closing the RR)
  • RXJ2 164.00/165.50/167.00c fly, bought for 21 in 5.1k
  • RXJ2 158/156ps, bought for 16.5 in 3.5k
  • DUH2 111.80/11.60ps, sold at 17 in 2.5k
  • OEJ2 130.75/129.75ps 1x1.5, bought for 20.5 in 6k total
  • 2RH2 99.375p, sold at 20.5 in 10k
  • 2RH2 99.12/98.87ps, bought for 6 in 8.2k

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