November 17, 2023 17:52 GMT
Bunds Both Ways, Euribor Midcurve Puts Round Out The Week
OPTIONS
Friday's Europe rates/bond options flow included:
- RXF4 132.00/133.50cs vs 130.00p, bought the cs for 10 in 3k
- RXF4 126.50/126.00ps bought for 2.5 in 16k total.
- 0RZ3 96.87/96.75/96.50p fly, bought for 1.25 in 3k
- 0RZ3 97.00/96.87/96.62p ladder, bought for 4.25 in 10k
- 0RH4 97.125/96.75ps 1x2 bought for 5.75 in 9k.
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