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Nothing But Downside

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • RXM2 169c, sold at 42.5 in 2.75k (closing)
  • RXJ2 162/159.50ps sold at 41/40 in 10k (ref 167.04). Said to be an unwind
  • OEJ2 131.00/130.00ps 1x1.5, bought for 18.5/19 in 5k (bought yesterday in 10k)
  • OEJ2 131.25/130.50/130.00/128.50 put condor vs 132.25/133.00 call spread bought for 6 in 11.3k (bought condor, sold c/s)
  • DUJ2 111.20/111.00/110.80p fly, bought for 1.75 in 2kDUJ2 111.30/111.10/110.90p fly, bought for 3.25 in 4k
  • ERU2 100.25/100.125/100.00p fly, bought for 1.25 in 4k (ref 100.225)
  • 2RH2 99.125/99.00/98.875p fly, bought for 1.25 in 4k2RH2 99.125/99.00ps, bought the 1 for 0.75 in 5.75k
  • 2RH2 99.125/99.00ps, 1x2 bought the 1 for 0.75 in 4k and in 5.75k

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