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Mostly Downside In Euribor

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • RXQ2 152 call, bought for 10 in 6k and 10.5 in 4k
  • RXQ2 153/154.5cs, bought for 3 in 5.8k
  • RXQ2 141.50 put sold at 68 in 3.75k vs RXQ2 149.5 call bought for 45 in 7.5k
  • RXU2 145/147.5/150/153.5 call condor vs 142/139.5 put spread 5 paid 5500 condor
  • ERZ2 98.25/98.00ps, sold at 6.75 in 10k (ref 98.545)
  • ERZ2 98.50/98.25/98.00p fly bought for 2.75 in 6k

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