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Multiple Bobl Put Spreads, Large Euribor Structures

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • OEV2 123.50/122.00 put spread sold at 64 in 2k
  • OEV2 122/120 put spds bought for 44 in 4k
  • OEV2 121.0/119.5 put spd bought for 23.5-24.0 in 2k
  • ERH3 98.375/98.125/98.00 put fly vs 99.625 call. Sells put fly at 8 in 5k
  • ERV2 98.25/98.125/98.00/97.875 put condor vs ERZ2 99.00/99.125 call spread, bought for 2.25 in 8k (+condor, - call spread)
  • ERZ2 98.12/97.87/97.62 put flys bought for 3.25 in 10k

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