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Leaning Toward Upside In German Short End Friday

OPTIONS

Friday's Europe rates/bond options flow included:

  • DUH4 106.40/106.50/106.70/106.80 call condor paper paid 1.25 on 10K
  • DUH4 105.90/106.10, bought for 11 in 10k.
  • DUH4 106.70/107.10/107.40c fly, bought for 2 in 4k
  • ERH4 96.375/50/625 call fly paper paid 1 on 7K (vs. 19)
  • ERM4 96.62/96.75/96.87c fly, bought for 1.5 in 5.5k

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