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EUROPE SUMMARY: Blue Euribor Interest

OPTIONS

Similar to what we've seen in recent sessions in Short Sterling and Eurodollars, there has been interest in Euribor blues contracts today: 3RZ0 100.37p, bought for 1.25 in 8,880 (ref 100.505), and

3RH1 100.25p, bought for 1.75 in 2k (ref 100.505).

Other options flow today included:

  • ERZ0 100.50/100.37ps, bought for 1 in 4k
  • 2RZ0 100.50c, bought for 8.25 in 5k
  • 3RH1 100.25p, bought for 1.75 in 2k (ref 100.505)
  • OEZ0 135.50c, sold at 36.5 in 3.4k
  • OEZ0 135.50/25/00p fly, bough for 3 in 1.5k
  • RXX0 175p, bought for 10 in 3k (7k total)
  • RXZ0 174/172.5/171.5p ladder, bought for 10 in 1.5k

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