April 30, 2024 17:52 GMT
Mixed But Busy In Euro Rates
OPTIONS
Tuesday's Europe rates/bond options flow included:
- RX 129/128ps, 1x1.5 bought for 15 in 2k
- ERN4 96.37/96.50/96.75c fly, bought 1.25 and 1.5 in 8k total
- ERZ4 96.62/96.50/96.37p fly, bought for 1.5 in 7k
- ERZ4 96.625/97.25cs 1x1.5 sold at 16 in 8k (ref 96.735, 35 del)
- ERZ4 96.625/97.125/97.625c fly vs 96.37p, bought the fly for 6.75 in 2.5k
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