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Sonia Structures And Bund Puts

OPTIONS

Thursday's Europe bond / rates options flow included:

  • OEZ1 135.25/75cs 1x2 bought for 7 in 4k vs selling the OEZ1 134.25 put at 12 in 2k
  • RXX1 169 put, bought for 30 in 2k
  • 0LZ1 99.37/99.50/99.62c fly, bought for 1.25 in 5.5k
  • 2LZ1 99.25/99.12ps 1x2 vs 99.87/99.75ps 1x2, bought for 9 in 2.5
  • SFIH2 99.80/99.90 call spread sold for 1.25 in 14k (vs 99.585, d08)
  • SFIH2 99.50/99.40/99.30p fly, bought for 1.25 in 6k

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