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Oct / Nov Bund Options Mostly Targeting Downside

OPTIONS

Tuesday's rates / bond options flow included:

  • RXX1 172.0/170.5 1x2 put spread bought for 4 in 2k
  • RXV1 174/175cs 1x3, sold at -2 in 2k
  • RXV1 172.5/171.5ps, bought for 19 and 20 in 2k
  • RXV1 170.5/169ps, 1x2, bought for 5 in 2.5k
  • RXV1 172.5/171.5/170.5/168 put condor vs 174.5/176 call spread, bought for 6 in 5,275
  • RXZ1 174.50/175.50/176.50/177.50c condor, bought for 20.5 in 4k
  • ERM2 100.50/100/99.50p fly, bought for 2.75 in 1k
  • 3RH2 100.25/100.37/100.50c fly 1x3x2, bought for 0.75 in 1.5k
  • 3RM2 100.25/100.37/100.50c fly 1x3x2, bought for -0.25 in 2.5k
  • 3RZ1 100.25/100.12/100p fly, bought for 1.75 in 3k
  • 3LZ 9925/00 ps, bought for 7.5 in 5k

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