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Mixed German Trade Pre-FOMC

OPTIONS

Wednesday's European rates / bond options flow included:

  • OEX1 135.75/136.25cs 1x2, sold at 6.25 in 2k
  • RXV1 173/172/171p ladder sold at 75 in 2,050
  • DUZ1 112.30/40cs 1x2, bought for 0.75 in 4k
  • DUZ1 112.30/112.40cs 1x3, bought for -2.5 in 2k vs RXZ1 173.5/175cs 1x3 sold at 22 in 300x900
  • 2LZ1 99.125/98.875 ps with 2LZ1 99.125/99.00 ps, bought the strip for 9.25 in 4k
  • SFIZ1 99.90/99.85ps 1x2, bought for -0.25 in 2k

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