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Wednesday's Europe rates / bond options flow included:

  • RXN2 145/144ps vs 146/147cs, bought the ps for 46.5 in 5.25k (rolling down)
  • RXN2 140/139ps, bought for 12 in 2k
  • RXQ2 150.5/151cs, bought for 4.5 in 2k
  • OEN2 127.75/119.75ps, sold at 75 in 4k
  • OEN2 116.5 put bought for 7 in 4k
  • OEQ2 122/125 combo 1x2, sold at 73.5 in 12.5k (closing)
  • IKN2 114/111/107p fly, sold at 22 in 5k (closing)
  • ERZ2 97.75/97.25ps, bought for 8.25 and 8.5 in 20k
  • ERZ2 99.50c, sold at 0.75 in 25k
  • ERZ2 99.25/99.50/99.75c fly blocked at 1 in 5k
  • ERZ2 100.37c, bought for half in 10k

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