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Euribor Midcurve Unwind And Large Bund Downside

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • OEV2 148/146.50ps 1x1.25, bought for 9.75 in 3k
  • OEV2/OEU2 put calendar, bought the Oct for 54 in 3k vs 126.28
  • RXU2 155/156 call spread bought for 33 in 3.3k
  • RXV2 146p, bought for 51 and 53 in 15k (ref 151.75 in Dec)
  • 0RU2 98.50/98.25ps sold in 5k vs 2RU2 98.37/98.12ps bought in 5k receiving 3 (unwinding)
  • 0RU2 97.875/98.625/98.375p fly, bought 2.25 in 6k
  • ERZ2 99.00/98.875/98.75/98.625p condor vs 99.50c, bought the condor for flat in 30k

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