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Leaning Toward Downside Friday Post-ECB

OPTIONS

Friday's Europe rates/bond options flow included:

  • RXV3 126p, bought for 1 in 10k
  • RXX3 132/133/134c fly, bought for 10 and 10.5 in ~9.5k all day
  • OEX3 117.00/117.25/117.50/117.75c condor bought for 3 in 5k
  • ERZ3 96.12/96.00/95.78p fly vs 0RZ3 96.12p, bought the fly for 2.5 in 10k
  • ERZ3 95.87/95.75ps, bought for 1.5 in 7.25k.
  • ERZ3 96.12/96.25cs bought for 1 in 3.5k
  • ERM4 96.375/96.25/96.125 p fly sold at 1 and 0.75 in 10k
  • 0RZ3 97.00/97.50cs, bought for 6 in 6k.

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