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EUROPE SUMMARY: Bund Downside Liquidation

OPTIONS

Tuesday's options flow included:

  • RXG1 177.50/178.50 c/s vs RXF1 178.50/179.50 c/s sold at 42.5 in 1k (-Feb, +Jan). That's 5k on the day, sold down from 46
  • RXG1 177.00/176.00 put spread sold at 25 in 2k (liquidation)
  • LF1 100.00^ sold at 5 in 3.5k
  • LH1 100.125/100.25 call spread bought for 1 in 2k
  • 0LZ1 99.875/99.625 put spread bought for 6 in 6k (d -0.23%, ref 99.965)
  • 2LF1 99.875/99.75 1x2 put spread bought for 1 in 3k
  • 3LH1 99.75/99.625 put spread vs 2LH1 99.875/99.75 put spread, buys the blue for 0.5 in 3.6k

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