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EURIBOR OPTIONS: Late Session Put Structure Buying

EURIBOR OPTIONS

Euribor put structures seen the last half hour or so:

  • ERZ4 97.12/97.00 1x2 put spread bought for 0.5 in 7.5k
  • 0RZ4 98.00/97.75/97.62 broken put fly bought for 4.25 in 5k
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Euribor put structures seen the last half hour or so:

  • ERZ4 97.12/97.00 1x2 put spread bought for 0.5 in 7.5k
  • 0RZ4 98.00/97.75/97.62 broken put fly bought for 4.25 in 5k