October 02, 2024 16:52 GMT
OPTIONS: Large Euribor Call Structure Buying (And Unwinding) Wednesday
OPTIONS
Wednesday's Europe rates/bond options flow included:
- DUX4 107.00/107.30/107.70 broken c fly, sold at 5.5 in 2.5k
- DUZ4 108.00/108.40cs sold at 4 in 2.6k
- OEZ4 119.75/120.75^^, bought for 105.5 in 3.75k
- RXX4 137/138cs, bought for 15 in 1k.and 17 in 3k (4k total).
- ERZ4 97.12/97.25/97.37c fly, bought for 2.5 in 22k total
- ERZ4 97.00/97.125cs 1x1.5 sold at 4.75 and 4.5 in 40k
- 0RH5 98.50/98.75cs, sold at 5 in 27k (said to be an unwind)
- SFIZ4 95.55/95.65/95.75c fly, bought for 1.5 in 3k
- SFIZ4 95.60/95.80cs, bought for 3.5 in 4k.
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