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Oct Bunds, Both Ways

OPTIONS

Monday's European bond / rates options flow included:

  • RXV1 172.00/173.50 call spread sold at 17 in 3k
  • RXV1 172.50p, sold at 95/94/92 in ~9k total
  • ERM3 100p, bought for 4 in 1k
  • SFIH2 99.80/99.70ps 1x2, bought for half in 5k
  • Selling: LZ1 100.00/99.75 put spread in 2.5k vs Buying: 3LZ1 99.125/99.00/98.875 put fly. Receives net 4.25

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