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Large Euribor Put Fly Buying Thursday

OPTIONS

Thursday's Europe rates / bond options flow included:

  • RXQ2 155.5/157.0cs, bought for 14.5 in 2k
  • ERU2 99.875/100.00cs, bought for half in 14k
  • ERZ2 99.125/98.875/98.625p fly, bought for 3 in 4.5k
  • ERZ2 99.125/99.00/98.875 put fly bought for 1 in 10k and 4k
  • Bund rolling position (paid flat for the package):
    • RXQ2 154.00/155.00/156.00c fly sold at 6 in 3k
    • RXU2 152.00/153.00/154.00c fly bought for 6 in 4k

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