February 24, 2025 17:52 GMT
OPTIONS: Euribor Spread Trades Stand Out At Week's Start
OPTIONS
Monday's Europe rates/bond options flow included:
- ERJ5/ERM5 97.6875/97.75 cs spread, buys the June paying up to -0.25 in 42k all day
- ERM5 97.8125/97.6875ps 1x2, bought for 1.5 in 20k.
- ERU5 97.93/98.37cs 1x2, sold at 9.5 in 5k.
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