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Some Closing Out As Bond Futures Sink

OPTIONS

Friday's Europe rates / bond options flow included:

  • RXH2 169.5/167.5ps sold 20.5k at 157 vs buying 20k RXH2 166/164.5/163.5/162 put condors at 27
  • RXH2 163.5/162ps, bought for 10 in 20k (Short Cover)
  • RXH2 162/160ps, bought for 43 in 3k
  • RXH2 164.5p, bought for 29 and 31 in 6k
  • RXH2 168/166.5ps, sold at 88 in 4k
  • OEH2 131.50/131.00ps, sold at 34 in 9k
  • OEK2 130/129ps, bought for 23.5 in 16.5k
  • ERZ2 100.25/99.75ps 1x2, bought for 5.5 in 9.5k

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