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Vol lower ~0.1% vol/1 yield vol on......>

EGB OPTIONS
EGB OPTIONS: Vol lower ~0.1% vol/1 yield vol on straddle sellers, despite Aug P
buyer.
Bund
July 170.5/172 Stg sold 500 at 39+ (3.55%/40 yield vol)
Aug 171+ Strad ppr sold 750 at 186 (3.75%/42 yield vol)
Sep 171+ Strad ppr sold 1k at 236-234 (3.75%/42 yield vol)
Aug 170/169+/158 P Lad paid -1+ for 1.5k
Aug 169P paid 24/25 for 7.5k (171.35)
Sep Bund 172+C sold 5k at 68 v.170.37
Schatz
Aug 112.20/30/40/50 CCndr paid 1.5 for 5k v. 112.085

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