September 27, 2024 16:52 GMT
OPTIONS: Large Oct/Nov Euribor Structures In Otherwise Light Friday
OPTIONS
Friday's Europe rates/bond options flow included:
- ERV4 97.125/97.00/96.875/96.75p Condor sold at 3.5 down to 3 in 23k total
- ERX4 97.12/97.25/97.37c fly, bought for 2.75 in 12.5k
- ERX4 97.00 puts, sold at 2.75 down to -2.25 in 15k
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