March 22, 2023 17:48 GMT
Large Schatz Spread Trades And Euribor Flies Feature Wednesday
OPTIONS
Wednesday's Europe rates / bond options flow included:
- DUK3 104.80/104.60ps, bought for 4 and 4.25 in 29.4k and for 3.5 in 1k
- DUK3 105.90/106.10cs sold at 7 in 16.6k
- RXK3 135/133/131 put fly sold at 32 in 3k
- ERJ3 96.75/96.625ps sold at 8.5 in 5k
- ERM3 96.625/96.50/96.375 p fly, bought for 1.5 in 13k and 1.25 in 13k
- ERU3 98.00c, bought for 8.5 in 10k
- ERK3 96.50/96.37/96.25/96.12p condor, bought for 3.5 in 8k
- ERM3 96.62/96.50/96.37p fly, bought for 1.25 in 11k
- SFIM3 95.75/95.90/96.05 call fly bought for 1.75 in 8k
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