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Euribor Upside Highlights Thursday Trade

OPTIONS

Thursday's Europe rates/bond options flow included:

  • OEG3 117/114ps, 1x2 bought for 26.5 and 23 in 3k total
  • RXZ2 143.5c, bought for 7 in 1.5k
  • ERM3 97.25/97.50cs vs 96.50/96.25ps, bought the cs for 3.25 in 14k
  • ERZ2 97.87/98.00/98.12c fly, bought for 2.5 in 16k
  • SFIZ2 96.20/30/40/50c condor, bought for 5 in 3k

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