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Session Highlighted Again By Schatz Put Spreads In Size


Friday's Europe rates / bond options flow included:

  • Schatz put spreads (total since late Thursday - selling out of the 40k, new position in the 50k)
    • DUJ3 105.5/105.0 put spread sold 25.25 in 40k
    • DUJ3 105.2/104.7ps 1x1.25, bought for 15.5 in 50k
  • OEJ3 115/113ps 1x2, bought for 20 in 2.5k
  • OEK3 115.50/114.75ps, bought for 22.5 in 2.5k
  • SFIJ3 95.70/95.90 1x2 call spread bought for 3 in 1.5k
  • SFIK3 95.20/95.00ps, bought for 2 in 4k

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