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Mostly Downside In Bobl, Bunds

OPTIONS

Monday's Europe rates/bond options flow included:

  • OEH3 117.25/116.25 ps bought for 32 in 4k, vs OEG3 117.25 put sold at 32.5 in 2k
  • OEG3 119 calls sold at 9 in 8k
  • RXG3 136/135 put spread bought for 16 in 5k
  • RXG3 136.50/136.00 put spread bought for 13 in 3k
  • RXG3 137/136 put spread vs 139/140 call spread sold at 1 in 1.5k (sold cs)
  • SFIH3 96.00/96.10 call spread (v 9575.5) bought for 1.25 in 4k
  • SFIH3 95.75/95.60/95.45 put fly sold at 2.5 in 3k
  • SFIH3 95.50/95.60/95.70/95.80 call condor sold at 2.5 in 5k

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