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Large Euribor Upside And Some Bund Variety

OPTIONS

Monday's Europe rates / bond options flow included:

  • RXU2 161c, sold at 36 in ~1.6k
  • RXU2 153/151ps, bought for 23 up to 26 in 5k
  • RXV2 149/159 RR, sold the put at 10.5 in 2k
  • OEU2 126/124/122p fly, bought for 25.5 and 26 in 2.5k
  • 3RZ2 99.00/99.50cs, bought for 7.5 up to 8.5 in 13.5k

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