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Huge Bobl Put Spread Unwind Continues

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • OEM2 127.50/126.50 1x1.5 put spread sold at 9.5 in 2.5k. Hearing unwinding position - this was sold Monday as well. Recall, this was bought at 11.5/12.0/12.5 last week in 40k.
  • DUK2 110.30 put bought for 7 in 8.65k. Hearing short cover
  • DUM2 111.20/112.50 call spread bought for 6 in 5k
  • ERM3 100.25/100.00 put spread sold at 21.5 in 2k
  • ERZ2 100.50 call bought for 1 in 5k
  • FVM2 113.25 puts 5.0K lot blocked at 0-34+

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