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Mostly Downside In Euribor

OPTIONS

Monday's Europe rates / bond options flow included:

  • RXX2 134p bought for 62.5 in 2k
  • ERH3 96.50/97.12/97.25/97.50 iron call condor, sold down to 29.5 in 4k
  • ERZ2 97.75/97.625/97.50p fly 2x5x3, bought for flat in 2k
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Monday's Europe rates / bond options flow included:

  • RXX2 134p bought for 62.5 in 2k
  • ERH3 96.50/97.12/97.25/97.50 iron call condor, sold down to 29.5 in 4k
  • ERZ2 97.75/97.625/97.50p fly 2x5x3, bought for flat in 2k