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Euro Rate Upside Features

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • ERM3 99.00/99.125cs, bought for 0.25 in 20k
  • ERM3 97.25/97.50/97.75c ladder with ERM3 97.25/97.50/97.875c ladder, bought for half in 4k
  • OEZ2 117,25/114,75 put spread 2.2k sold at 10
  • RXZ2 144/146 call spread 3.9k sold at 16.5

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