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EURIBOR OPTIONS: Z4/Z5 Bull Steepener

EURIBOR OPTIONS

Market contact flags the following trade:

  • ERZ4 97.00/97.12 1x1.5 call spread paper paid 1 on 24K vs 0RZ4 98.00/98.25 1x1.5 call spread at 4.25. The position netted out receiving -3.25, buying the front.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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