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Limited Activity Around ECB Decision

OPTIONS

Thursday's Europe rates / bond options flow included:

  • DUV2 107.90/107.70ps vs 109c, bought for 1 and 1.5 in 9k total
  • DUV2 108.50/108.70cs, bought for 6.5 in 3k
  • RXV2 139.00/136.50ps 1x1.5, sold at 6.5 in 4
  • ERV2 98.00/97.875/97.75 put fly bought for for 1.75 in 10k

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