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Bund Short Unwinds And Euribor Vol Buying

OPTIONS

Friday's Europe rates/bond options flow included:

  • RXJ2 165.50c, bought for 2.5 in 5.1k
  • RXM2 164.5/158.5ps 1x2 sold the 1 at 214 in 8k, done vs 1.6k futures at 161.18 (unwind shorts)
  • RXM2 165.00/156.00ps 1x2.25, sold at 357 in 4k (4k x 9k)
  • ERU2 99.75/100.00/100.25 1x2x0.5c fly Bought for 1.5 3k
  • ERZ2 99.875^, bought for 43 in 5k

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