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CHF LIBOR FIX - 06-05-2021

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EUR LIBOR FIX - 06-05-2021

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  • +20,000 short Dec 97 calls, 2.0 vs. 99.555/0.17%
  • 2,000 short Oct 97/98 1x2 call spds, 0.0
  • +10,000 Blue Sep 95 calls, 1.0
  • +5,000 Blue Jun 83/88 put over risk reversals, 1.0
  • -1,000 long Green Jun'23 93/96 1x3 call spds, 1.0
  • +4,000 Green May 91 puts, 1.0 vs. 98.315/0.08%