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EURIBOR OPTIONS

An active start in Euribor option this morning, some of the latest trades include:

  • ERH4 96.25/96.12ps 1x2, bought for 2.25 in 3k.
  • ERH4 96.37/96.25/96.12p fly 1x3x2 sold down to flat in 3.5k.
  • ERM4 98.50/99.50cs 1x2, sold the 1 at half in 4k.
  • ERM4 96.87/97.37cs vs 96.00p, sold the cs at 13.25 in 7.5k.

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