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Euribor Dominates Proceedings

OPTIONS

Thursday's Europe rates / bond options flow included:

  • Large call spread strip: ERM2 100.37/100.50cs 1x2, bought the 1 for 3.5 in 16k / ERU2 100.37/100.50cs 1x2, bought the 1 for 1.25 in 16k / ERZ2 100.37/100.50cs 1x2, bought the 1, for 0.75 in 16k
  • ERZ2 99.75/99.25 1x1.75 put spread bought for 8.25 in 15k
  • 0RU2 98.875/98.625/98.375p fly, bought for 2.75 in 2.5k
  • 2RU2 98.75/98.50/98.25p fly, bought for 2.75 in 5k

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