October 23, 2024 16:52 GMT
OPTIONS: Heavy Euribor Options Flow Targets Lower ECB Rates
OPTIONS
Wednesday's Europe rates/bond options flow included:
- DUX4 107.1/107.2/107.3c fly, bought for 1.5 in 2.5k.
- ERX4 97.25/97.12/97.00p fly sold at 4.25 in 10.5k.
- ERZ4 97.37/97.50cs, bought for 1.25 in 10.5k total.
- ERZ4 97.12/97.25/97.37c fly, sold at 1.75 in 4k.
- ERZ4 97.25/97.50/97.75c fly, bought for 5.75 in 5k.
- ERZ4 97.37/97.50cs, bought for 1.25 and up to 2 in 5k.
- ERF5 98.12/98.25cs, bought for 1 in 10k.
- ERF5 98.12/98.25 call spread paper paid 1.25 on 6K
- ERF5 97.87/98.00cs, bought for 3.5 in 11.5k.
- ERH5 97.87/98.12/98.37c fly, bought for 4 and 4.25 in 25.5k.
- ERH5 98.00/98.25cs, bought for 4.5 and 4.75 in 10k Total.
- ERH5 98.25/98.50/98.75c fly, bought for 1 in 1k.
- ERH5 97.37/97.75/98.12c fly, trades for 13.5 in 2k.
- ERH5 97.87/98.25/98.62c fly, bought for 5.5 in 5k.
- 0RZ4 98.50/99.00cs, bought for 2.75 in 10k.
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