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More Euribor Put Spread Buying Wednesday

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • RXQ2 151.50/152.00cs, bought for 7 in 4k
  • 0RU2 97.75/97.375/97.25 broken p fly, bought for 10.75 in 10k
  • ERU2 99.625/99.375 ps, bought for 13.75 in 8k (50k in the past 2 weeks, buying back the bottom leg of condor)
  • ERV2 98.00/97.75ps sold at 2.5
  • ERZ2 98.50/98.25ps, bought for 7.25 in 4k

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