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Large Euro And Bund Put Spread Buying Features Weds

OPTIONS

Wednesday's Europe rates/bond options flow included:

  • DUF4 105.70/105.50/105.20p ladder, sold at 6 in 2k
  • RXF4 128.5/127ps, bought for 5.5 in 11.7k total now
  • ERH4 96.25/96.375cs, bought for 3 in 4k
  • ERH4 96.25/96.12ps 1x1.5, bought the 1 for 5.25 in 9k
  • 0RZ3 96.87/96.75/96.62/96.50 put condor sees 4K given at 1 (potentially closing position)
  • SFIF4 94.60/94.85/95.00c fly sold at 10.5 in 2k

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