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Large Call Structures Feature As ECB Decision Approaches

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • RXQ4 133.00/134.50/135.50/139.50 call condor vs 130.00/127.50 put spread, paper sells the call condor & buys the put spread, 6K given at 16, exiting existing position
  • RXU4 133.00/134.00/135.50/139.50 call condor vs. 129.50/127.50 put spread, paper buys the call condor for 4.0 & 4.5 on 6.5K
  • ERZ4 96.75/96.62/96.50 put ladder paper paid 2.5 on 45K
  • ERZ4 96.75/96.87/97.00 c fly bought for 2 in 10k
  • ERH5 97.125/97.375/97.625/97.875 call condor paper paid 5.25 & 5.5 on 20K
  • ERM5 97.50/97.75/98.00/98.25 call condor paper paid 4.25 & 4.5 on 15K
  • 0NZ4 96.60/97.00 call spread 4.5k given at 7

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