November 09, 2022 17:51 GMT
Large Bund Upside Features
OPTIONS
Wednesday's Europe rates / bond options flow included:
- ERM3 98.00/99.00c strip sold at 3.5 in 10k
- ERZ2 97.50p, vs 0RZ2 96.375/96.00ps, bought the mid for flat in 5k
- RXF3 142/144cs, bought for 23 and 24 in 37k total.
- OEZ2 119/118.25ps 1x1.5 vs 120.50c bought the ps for flat in 1k
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