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Euribor Vol Selling And More August Bund Structures

OPTIONS

Tuesday's Europe bond/rate options flow included:

  • RXQ2 151/153cs, sold at 100 in 4.5k
  • RXU2 151.00/150.50/140.00p ladder, bought for -0.5 in 3.4k
  • RXQ2 150/147 put spread bought for 36.5 in 2k
  • RXQ2 155 call sold at 76 in 2k
  • RXQ2 156.50 call sold at 40 in 5k (closing)
  • 0RN2 98.50^, sold at 23 and 22 in 1.5k
  • 2RZ2 99.00/99.75cs, bought for 18 in 6k
  • SFIZ2 96.80/97.10/97.60/97.90c condor, bought for 9.5 in 3k

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