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More Euribor Downside To End The Week

OPTIONS

Friday's Europe rates / bond options flow included:

  • RXV2 154.5/157cs vs 149p, bought the ps for 126 in 3.6k (short cover)
  • RXV2 145.5 put bought for 81 in 4k
  • OEV2 123.5/122ps, bought for 29 in 3k
  • DUU2 110.00/109.30/108.60p fly sold at 41.5 and 41 in 5k
  • DUU2 109.70/109.40ps, sold at 20.5 in 1.5k
  • DUV2 109.00/108.50ps sold at 20.5 down to 19.5 in 7.5k
  • ERZ3 96.50/96.00ps vs 98.00c, bought the put spread for flat in 10k x 1k

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