Wednesday's Europe rates/bond options flow included:

  • RXG4 130.50/129.00ps bought for 14 and 15 in 15k total
  • RXG4 132.50p bought for 70 and 71 in 5k
  • ERH4 97.00 calls bought for 3.75 in 10k
  • ERM4 96.12/96.00/95.87p fly, bought for half in 18k
  • ERZ3 96.37/96.25/95.75/95.62p condor, sold at 11.75 in 8.8k

OPTIONS: Large Put Structures Bought In Bund, Euribor Wednesday

Last updated at:Dec-06 17:52By: Tim Cooper

Wednesday's Europe rates/bond options flow included:

  • RXG4 130.50/129.00ps bought for 14 and 15 in 15k total
  • RXG4 132.50p bought for 70 and 71 in 5k
  • ERH4 97.00 calls bought for 3.75 in 10k
  • ERM4 96.12/96.00/95.87p fly, bought for half in 18k
  • ERZ3 96.37/96.25/95.75/95.62p condor, sold at 11.75 in 8.8k