January 22, 2025 10:53 GMT
EURIBOR OPTIONS: Latest Euribor upside Option, Looking for ECB cuts
EURIBOR OPTIONS
More upside structures in Euribor, looking at back to back cuts from the ECB into June, but also deeper cut play into Year end have been noted in the past couple of Weeks.
- ERJ5 97.75/97.875/98.00c fly, bought for 2.5 in 3.9k.
- ERM5 98.00/98.25cs, bought for 2.75 in 3.4k.
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