January 19, 2023 17:52 GMT
Rolling Up German Shorts And Strikes
OPTIONS
Thursday's Europe bond / rates options flow included:
- DUH3 106.30/106.40/106.50/106.60c condor, bought for 1.5 in 7k
- OEH3 119.25/120.25cs, bought for 31 in 25k (Rolling up short position).
- OEG3 117.75/117.25 put spread bought for 11 in 6.4k
- RXH3 136/134ps, bought for 26, 24 in 9k (rolling up strikes).
- ERM3 96.75/96.50/96.37p ladder vs 97.00c, bought the ladder for 1.25 in 10k
- ERJ3 96.625/96.50/96.375 put fly bought for 2 in 6.5k
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