Free Trial

Flurry Of Euribor Trades Post BoJ

OPTIONS

Wednesday's European rates / bond options flow included:

  • OEH3 27k at 118.29, 2x 13.5k, (may be mis-cross for one 13.5k). Related to:OEH3 116.75/119.25 RR, bought the put for -5 in 25k vs 13.5k at 118.29
  • OEG3 118.50/118.75cs, bought for 13.5 in 7k
  • RXH3 136/134ps, bought for 22 and 23 in 3k
  • ERJ3 96.75/97.00cs, bought for 7 in 12k
  • ERM3 97.00/97.25 call spread bought for 3.5 in 15.5k
  • ERM3 96.12/96.37/97.00/97.25c condor, bought up to 19 in 5k
  • ERM3 96.75/96.50/96.37p ladder vs 97.00c, bought the ladder for -0.5 in 6k
  • Buys ERM3 96.00 put, Sells 0RM3 95.75 put, net paid 0.25 in 37k

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.