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Large Bearish Bund Trade (And Other Downside)

OPTIONS

Monday's Europe rates / bond options flow included:

  • RXH2 164.50p, sold at 20 in 6k
  • RXH2 166/169.50cs 1x2, bought for 38 in 1.5k
  • RXH2 164.5/164.0/163.0/162.5 put condor bought for 8 in 2k
  • RXJ2 150p, bought for 5 in 15k
  • RXJ2 166c, bought for 52.5 in 3.6k
  • RXJ2 159/157ps, sold at 17.5 in 2.5k
  • RXJ2 158/156ps, sold at 12 and 11 in 5.5k
  • RXJ2 162/161ps, sold at 35 in 6k, and at 32 in 1.5k
  • OEH2 129.75/129.25ps, bought for 11 in 10k
  • DUH2 111.80c, sold at 3.25 in 5k
  • DUH2 112.10/112/111.90, bought for half in 1.5k
  • DUJ2 113.30/111.10ps, bought for 9 in 12k
  • ERN2 100.12/100.25/100.37c ladder, bought for 3.5 in 10k
  • 0RM2 99.50/99.37ps sold at 6.5 in 11.25k

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