January 23, 2025 12:32 GMT
EURIBOR OPTIONS: More large Upside structures
EURIBOR OPTIONS
More Upside Option in Euribor, latest trades:
- ERM5 98.00/98.12/98.25/98.37c condor bought for 1.5 in 20k.
- ERM5 98.12/.98.25/98.37c fly, bought for 0.25 in 10k.
- ERM5 98.00/98.12/98.25c fly, bought for 1.25 in 7.5k.
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