May 17, 2024 16:52 GMT
Schatz Structures Feature Friday
OPTIONS
Friday's Europe rates/bond options flow included:
- DUN4 105.40/105.60/105.80c fly, bought for 4 in 3k
- DUN4 105.50/105.20ps vs 105.70c, bought the ps for half in 12k
- RXN4 134.50/135.00cs, bought for 5 in 1875, total 7,875 for 5 and 5.5 all day
- ERM5 97.25/97.75/98.00c fly vs 96.75/96.50ps, bought the c fly for 2.75 in 2k
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