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Large Bund Rolling Package Features Wednesday

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • RXH3 134.50p sold at 42 in 20k vs 138.50/139.50c strip, sold at 11 in 10k (closing)
  • Large package:
    • Combos sold: Mar 134.5/139.5 (-p) and Mar 134.5/138.5 (-p).
    • PS vs Calls bought: Apr 133/131 vs 138 (+ps/-c) and Apr 132.5/130.5 vs 138.5 (+ps/-c).
    • Rolling combos to Apr net premium sold 55 ticks
  • ERM4 96.75 ^ v ERH4 96.50^ sold at 11.75 in 1.5k
  • ERM3 96.50/96.375/96.125 broken put ladder bought for 1.25 in 20k

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