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More Bund OTM Puts And Euribor Downside

OPTIONS

Friday's Europe rates / bond options flow included:

  • OEG2 134.00/134.50 cs, sold at 26 in 3.6k
  • DUG2 112.20/112.00 ps vs 112.40 calls, bought the ps for -0.5 and 1 in 12k
  • RXF2 160p, bought for 3 in 3,135 (30k this week)
  • RXG2 174 straddle bought for 302 in 1.3k
  • 2RF2 100.00/99.75ps, bought for 4.75 in 4k (ref 100.075)
  • 2RH2 99.87/99.75ps vs 100.25/100.37cs, bought the cs for 1 in 2.5k
  • 0NH2 99.10/99.30/99.40/99.60c condor, sold at 3.25 in 3.75k

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