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Vol is firmer

EGB OPTIONS SUMMARY

Long end morning option recap:

Vol has firmed, despite the tight ranges in the futures contracts.

  • Bund:
  • RXZ0 175/177^^ bought for 99 up to 101 in 2k
  • RXZ0 176^,sold at 181 in 600, 180 in 300, and 179 in 300
  • RXZ0 178c, sold at 24.5 in 750 (ref 176.04)
  • RXZ0179.5/181cs, bought for 5 in 1k
  • RXZ0 174.5/173ps vs 178c bought for-1.5 in 5k
  • Schatz:
  • DUZ0 112.40/30ps, bought for 3.5 in 3k
  • DUZO 112.40/30/20p fly, bought for 2 in 2k

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