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Put Structures And Risk Reversals

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • DUH2 112.00/111.90/111.80p ladder bought for 0.75 in 4k
  • DUH2 111.80, bought for 4 in 5k
  • RXH2 173.5/168 RR, sold the put at 14 in ~6k (nb: bought for 3 last week)
  • ERZ2 100.25/100.12/99.87 broken p fly 1x1.5x0.25, bought for half in 10kx15kx2.5k

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