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EUROPE SUMMARY: Euribor Puts Look For 2024 ECB Rate Hikes

OPTIONS

Friday's options flow included:

  • DUM1 112.30/20/10/00p condor, sold at 3.5 in 5k
  • RXM1 170/168/167p fly sold at 112 in 3k (profit taking)
  • RXM1 168/167ps 1x2, bought for 6.5 in 3k
  • RXM1 168p, bought for 7.5 in 2k (ref 169.06)
  • RXM1 169/168.5/167.5p ladder, bought for 15 in 4.5k
  • RXM1 167p, bought for 1 in 20k
  • RXM1 169/168.5ps 1x2, bought for 3 in 1.7k
  • 3RU1 100/99.62ps 1x2, bough for 2.5 in 10k
  • 3RU1 100/99.87/99.62 broken put ladder, bought for flat in 4k (circa 20k done this week)
  • 3RQ1 100.125/100/99.875p ladder, bought for 0.25 in 2k
  • 3RZ1 100/99.87ps vs 100.50/100.62cs, sold the ps at 3 in 5k
  • 0LU1 99.62c, sold at 9.25 in 2.5k
  • 3LU1 99.00/98.87ps 1x2, bought the 1 for -5 (receive) in 1.75k

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