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EUROPE SUMMARY: Eyeing Positive Bund Yields

OPTIONS

Tuesday's options flow included:

  • RXN1 170.50/171.50/172.50c fly, sold at 19 in 1.5k (profit taking)
  • RXN1 168p bought for 8 and 9 in 6k, (targets positive yields)
  • 3RM1 100.37/50cs bought for 0.25 in 4k
  • 3LM1 99.12/25/37c fly, bought for 5 in 3k
  • LU1 99.87/100.00/100.12c fly 1x3x2, sold at 4 in 7.1k
  • 0LZ1 99.625/99.75/100.00 broken call fly bought for 2.5 in 20k
  • 2LZ1 99.375/99.50/99.62c ladder, bought for 1 in 2k

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