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Taking Advantage Of Rally To Position For Downside

OPTIONS

Monday's Europe bond / rate options flow included:

  • RXZ1 168.5p, bought for 10 in 1k
  • RXZ1 169.5/171.5cs 1x2, trades 74.5 in 4k
  • RXZ1 169/168ps, bought for 9 in 3kRXZ1 168.5p, bought for 10 in 1k
  • 2RZ1 100/99.75ps vs 100.25c, bought the ps for half in 1.5k
  • 2RH2 99.75/99.62ps vs 100.37c, bought the ps for -0.5 (receive), in 2k
  • ERZ2 100.25/100.15ps, sold at 2.5 in 10k3RZ1 99.75p, bought for 2 in 1.25k
  • 0LZ1 98.25p, bought for half in 4.1k

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