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Large Bobl Downside Features

OPTIONS

Thursday's Europe rates/bond options flow included:

  • RXK2 157/156/155.5 put fly, bought for 21 in 3k
  • OEM2 127.50/126.50ps 1x1.5, bought for 11.5, 12 and 12.5 in 40k
  • DUM2 111.00/111.50 cs bought for 9.25 in 4.7k
  • DUM2 111.10/111.60cs, bought for 8 in 5k
  • DUK2 110.90/111.40 cs, bought for 10 in 13.5k total
  • ERZ2 99.875/100.125/100.375 call fly, sold at 4 in 5k
  • 0RM2 99.50/99.37/99.25/99.12p condor, sold at 2 in 6k

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