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Heavy Euro Rate Action On ECB Eve

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • DUZ3 104.60/105.20/105.80 iron fly, sold at 41.5 in 4k
  • RXV3 132/133/134/135c condor sold at 8.5 in 5k
  • ERU3 96.12/96.00ps 1x2, bought for 5.75 in 5k
  • ERU3 96.12/96.25cs sold at 3.25 in 8k
  • ERV3 96.12/00/87p fly 1x3x2, bought for 2.25 in 3.5k
  • ERV3 96.12/96.00ps 1x2, bought for 2.75 in 10k
  • ERZ3 96.12/37/50/62 c condor sold at 4.75 in 6k.
  • ERZ3 96.00/96.12/96.25c fly, bought for 1.5 in 5k
  • ERH4 96.12/96.00/95.87p fly bought for 2.25 in 12k

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