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Morning German futures flow colour......>

EGB OPTIONS
EGB OPTIONS: Morning German futures flow colour from market source:
- Large short cover of Jul ITM 169.5 & 170 calls, rolling into 50k Aug
169.5/172.5 & 170/172 combos. Put skew elevated on this on flow.
-Bund:
* Aug 171 strad vs 2x Jul 168.5 P sold -1.25k strad +2.5k P at 187 v.171.09
* Sep 171/173 1x2 CS sold 4.5k at 26/25.5 [rolling up long]
* Aug 169.5/172.5 + 170/172 combo strip paid 20-21 for 25k +P-C (170.90)
* Jul 169.5 C paid 155 for 20k (170.90) [short cover, roll into Aug combo]
* Jul 170 C paid 115 for 15k (170.90) [short cover, roll into Aug combo]
-Bobl:
* Sep 133.75 strad sold 250 at 88 (1.75% vol, 38.5 yield vol)
* Sep 134 strad sold 400 at 87.5 (1.75% vol, 38.5 yield vol)
-Schatz:
* Jul 112.10/20/30/40 CCndr paid 2.5 for 5k
* Jul 112.20/40 CS v 111.9 P paid 1.5 for 3.75k

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