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OPTIONS: Closing Out Large Bund Condor Post-ECB

OPTIONS

Thursday's Europe rates/bond options flow included (pre-ECB unless specified):

  • RXV4 135.00/137.50/138.00/140.50c condor sold at 53.5 in 25k (After ECB - Closing out the full 50k position).
  • RXV4 134p, bought for 14 in 4k (after ECB)
  • RXV4 136.5/137/137.5c ladder sold at 1.5 in 2k.
  • ERV4 97.00/97.125/97.25c fly, bought for 2.5 in 4k.
  • ERV4 97.125/97.25/97.375c fly, bought for 1 in 3k.
  • ERH5 97.37/97.25/97.12p ladder bought for 1 in 9.5k total
  • SFIX4 95.80/96.00/96.10/96.30c condor bought for 2.25 in 6k total.
     
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Thursday's Europe rates/bond options flow included (pre-ECB unless specified):

  • RXV4 135.00/137.50/138.00/140.50c condor sold at 53.5 in 25k (After ECB - Closing out the full 50k position).
  • RXV4 134p, bought for 14 in 4k (after ECB)
  • RXV4 136.5/137/137.5c ladder sold at 1.5 in 2k.
  • ERV4 97.00/97.125/97.25c fly, bought for 2.5 in 4k.
  • ERV4 97.125/97.25/97.375c fly, bought for 1 in 3k.
  • ERH5 97.37/97.25/97.12p ladder bought for 1 in 9.5k total
  • SFIX4 95.80/96.00/96.10/96.30c condor bought for 2.25 in 6k total.