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Schatz Structures Sold Wednesday

OPTIONS

Wednesday's Europe rates/bond options flow included:

  • DUH4 106.40/106.60cs sold at 4.5 in 5k (closing position)
  • DUH4 106.40c sold at 10.5 and 11 in 9.5k (closing position)
  • DUH4 105.30/105.50/105.70/105.90p condor, sold at 5 in 3.4k
  • ERU4 96.87/97.25/97.37/97.75c condor vs 96.50p, bought the condor for 4.5 in 7.5k

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