May 23, 2024 16:52 GMT
Multiple Euribor Butterfly Structures Thursday
OPTIONS
Thursday's Europe rates/bond options flow included:
- DUM4 105.00/105.20/105.40c fly bought for 1.5 IN 3K
- RXN4 132.5c , bought for 41 in 6k total
- ERN4 96.62/96.75/96.87c fly vs ERQ4 96.62/96.75/96.87c fly, bought the Aug for half in 7k
- ERU4 96.50/96.875/97.25c fly, sold at 3 in 15k
- ERU4 96.37/96.50/96.62c fly Bought for 4 in 6k
- ERU4 96.37/96.50/96.62/96.75c condor Bought for 5.5 in +2.5k
- ERZ4 96.62/96.50/96.25p fly, bought for flat in 5k
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