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Largely Downside Structures

OPTIONS

Tuesday's Europe rates / bonds options flow included:

  • DUG2 112.00/111.90 ps bought for 2.5 in 15k
  • RXH2 168.00/173.50 combo bought for 2.5 in 6k (bought put, sold call)
  • 0RU2 99.75/99.50/99.37 broken p fly, bought for 3.25 in 5k
  • 2RH2 100/99.875ps vs 100.12/100.37cs, sold the ps at 2 in 10k
  • 3RM2 99.75/99.50/99.12 broken p ladder 1x0.5x0.5 vs half 0RM2 99.87p, bought for 8.75 in 10k

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