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Sonia Call Fly Buying And Bund Call Selling

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • RXM2 155c, sold at 15 and 14.5 in 1.7k
  • RXN2 150.5/149/148p fly sold vs RXN2 152/151/150.5p fly bought, net trade 2 in 2k
  • OEM2 127.50/127.75cs vs 127/126.75ps, sold the cs at 4.5 in 3k
  • 0RM2 98.37/98.87^^, sold down to 12.5 in 4k
  • 0RM2 98.62/98.25/98.12 broken p fly, bought for 8 in 5k
  • ERU2 100.00/99.87/99.75/99.50 broken put condor, bought for 2 in 10.5k
  • ERH3 99.12/99.37/99.75 broken c ladder, bought for 3.25 in 2.5k
  • SFIU2 98.30/98.45/98.60c fly, bought for 2 in 5k and for 2.25 in 15k (20k total)

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