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Largely Downside

OPTIONS

Thursday's Europe rates / bonds options flow included:

  • DUG2 112.20c bought for 6.5 in 5k
  • DUG2 112.10^ sold at 16.5 in 4k
  • OEG2 133.75/134.25cs, bought for 19 and 19.5 in 2.5k
  • OEG2 133.25/133ps bought in 1.5k vs selling 500 lots of the 134.25c, traded for flat
  • 2RH2 10012/100ps, sold at 7 in ~1.5k
  • ERH3 100.125/99.875 ps bought for 5 in 2k
  • ERZ2 100.25/100.00ps bought for 4.5 in 2k (ref 100.35)

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