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Rate Upside Features

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • 0RZ3 97.25/98.00 call spread bought for 10 in 4k. Underlying is ERZ4
  • RXQ3 137.00/139.50/142.00c fly, bought for 13.5 in 2k
  • RXU3 137/135/133 put fly sold at 33 in 4.5k

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