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Lots Of Schatz, Before And After ECB

OPTIONS

Thursday's Europe bond / rate options flow included:

  • DUH2 111.50/40/30/20 put condor bought for 1.75 in 7.5k
  • DUH2 111.60/50 put spread bought for 3.5 in 2.5k
  • DUH2 111.50/40 put spread bought for 1.75 in 10k
  • RXH2 169/167.5/165p fly, sold at 33 in 3k (closing)
  • ERM3 99.875^, bought for 60 in 4k
  • ERU2 100.25/100.125/100.00p fly, bought for 1 in 2k

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