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Some Unwinding Thursday

OPTIONS

Friday's Europe rates / bond options flow included:

  • RXX3 130.00/131.50/133.00 call fly paper paid 25 on 4K
  • RXX3 130.50/133.00 call spread paper paid 52.5 & 53 on 3.75K
  • ERV3 96.00/95.75/95.50 1x3x2 put fly 5K given at 3.5, looks like a closer

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