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Mostly Downside Plays To End The Week

OPTIONS

Friday's Europe rates / bond options flow included:

  • DUX2 107.10/106.60 put spds 5.5 over 108/108.5 call spds in 17.5k
  • RXX2 135/132ps sold at 13.5 and 12 in 10k
  • IKX2 121/124cs, bought for 60 in 5k (ref 116.23)
  • ERX2 97.75/97.50/97.25p fly 1x3x2, bought 1.75 in 3.5k

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