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Euribor Put Spread Trade Eyes Big ECB Hikes

OPTIONS

Monday's Europe bonds/rates options included:

  • RXN2 149.5/149ps, bought for 21.5 in 5.25k
  • OEQ2 122/126 combo, bought the put for 5 in 12.5k
  • ERZ2 98.62/98.25ps 1x1.25ps, bought for 5.5 in 22.5k. Going for 150bps of hikes
  • 0RM2 98.25p, bought for 6 in 13.3k (ref 98.275, 44% del)

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