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Large Bobl Risk Reversal, Bund Call Spread

OPTIONS

Thursday's Europe rates/bond options flow included:

  • UBM2 179/177/176p fly sold at 72 in 1.75k
  • UBU2 185/183/181p fly, bought for 10 in 4k
  • OEM2 127/126.5/126.25p fly, bought for 8 in 2.5k
  • OEM2 126.50 put, bought for 31.5/33 in 5k
  • OEM2 127.75/126.75 combo, bought the call for 25/25.5 in 20k
  • RXM2 156.00/158.00 call spread bought for 44 in 20k (vs 154.12)
  • RXM2 152/150ps, bought for 27.5 in 6k
  • 2RU2 9900/9937/9962 broken c fly, bought for 5 in 2k

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