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Euribor Liquidation Pre-ECB

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • DUV2 107.90/107.70/107.50/107.30p condor, bought for 2.75 in 5k
  • DUV2 108.20/107.70ps 1x1.5, bought for 9.5 up to 10.5 in 15k
  • RXV2 139.50/138.50ps, bought for 11 in 4.7k
  • RXX2 139/135/131 put fly sold at 26.5 in 1.75k
  • ERH3 97.87/98.00/98.75c ladder, bought for -1 (receive) in 11k
  • ERU2 99.125/98.25/98.375c fly, sold at 2.5 in 2k
  • ERZ2 98.125/98.25/98.375/98.50c condor, sold at 2.5 in 5k
  • 0RU2 97.375/97.625/97.875c fly, sold at 7 in 2.75k

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