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EUROPE SUMMARY: Mixed Bund / Schatz Trade

OPTIONS

Thursday's options flow included:

  • RXH1 176/177/178 c fly, bought for 36.5 in 2k
  • RXJ1 174/175cs 1x1.5, bought for 17.5 in 3k
  • DUH1 112.40/112.30/112.20p fly sold at 4.75 in 2.5k
  • DUH1 112.20/112.00ps, bought for 0.5 in 2.5k
  • DUH1 112.30/112.40 call spread sold at 1.5 in 2.5k
  • OEH1 135.25/134.75ps 1x2, sold at 16.5 in 1k
  • LU1 100/12/25/37c condor bought for 2 in 3k
  • LZ1 100.25c + Lu1 100.12c, bought for 3.25 in 15.5k
  • 0LZ1 100/99.87/99.62 broken p fly, bought for -0.25 (receive) in 2k
  • 2LJ1 99.62/99.50ps, bought for 1.5 in 3k

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