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Vol tick lower in long end

EGB OPTIONS SUMMARY

Vol in Nov Bund trades below 3.5%.

Notable trade has been the short cover in Schatz

  • Bund:
  • RXX0 173.5/72.5ps, bought for 14 in 7k
  • RXX0 175^, sold at 133 in 750
  • RXZ0 174.5^sold 200 at 227 and 200 at 225
  • Bobl:
  • OEX0 135/134.75ps x3 vs 135.5c, bought the ps for 6 in 7.5kx2.5k
  • Schatz:
  • DUZ0 112.10p, bought for 2.5 for 34.5K (112.305)
  • DUZ0 112.20/30/40/50 c condor vs 112.10/00ps, bought for 3.5 in 3k

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