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Familiar Trades Return

OPTIONS

Thursday's European rates / bond options flow included:

  • DUZ1 112.30/40cs vs 112.10/112.00 ps, bought the cs for 0.75 in 2k (over 15k this week)
  • 0RH2 100.375/100.125 put spread sold at 2.25 in 2.5k
  • 2LZ1 99.50/99.75cs, bought for 2.25 in 10k (20k in past 2 sessions)
  • 3LZ1 99.125/99.00/99.875 put fly bought for 1.75 in 2.5k

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