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Plenty Of Schatz And Bund Structures

BONDS

Wednesday's European rate/bond options flow included:

  • DUU1 112.30 put, bought for 3.5 in 8k
  • DUU1 112.30/112.20/112.10p fly, sold at 2 in 1.5k
  • RXU1 176/175/174p fly 1x1.5x0.5, bought for 11.5 in 8k
  • RXU1 176.50/176/175/172.5p condor, bought for 6 in 2k
  • RXU1 174.50 put, bought for 11 in 1.6k
  • 3RZ1 100.25p vs 0RZ1 100.50^, bought the 3yr for half in 4k

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