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Large Bund Risk Reversal Trade Features

OPTIONS

Thursday's Europe bond / rates options flow included:

  • RXF2 171.5/173.5 RR, bought the call for 86 in 30k vs RXG2 171.5/173.5, sold the call at 103 down to 101 in 30k
  • 2RZ1 100/100.12cs, sold at 8 in 4k
  • 0NH2 98.90/98.70/98.50 put ladder bought for 1.5 in 5k

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