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Closing Out Of Bund Call Fly Post-ECB

OPTIONS

Thursday's Europe rates / bond options flow included:

  • DUH3 105.30/105.10ps, bought for 4 in 3k
  • OEH3 116/115 put spds bought for 12 in 8.25k
  • RXM3 141/144/147 call fly sold at 36/37.5, in 8k all day. Hearing closing
  • ERK3 96.25/96.00ps, bought for 2.5 in 6.75k

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