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OPTIONS: Largely Mixed Euribor Trade Seen Monday

OPTIONS

Monday's Europe rates/bond options flow included:

  • OEZ4 117.75/117.25 put spread paper paid 19.5 on 3K
  • ERM5 98.00 / 98.50 call spread, bought for 12.5 in 10k vs 97.855 (23% delta).
  • ERM5 98.12/98.37 call spread 4K given at 6.25.
  • 0RZ4 97.875 puts vs 97.955 (40%d) paper sells 22.5k all day across 10.5 & 10.25.
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Monday's Europe rates/bond options flow included:

  • OEZ4 117.75/117.25 put spread paper paid 19.5 on 3K
  • ERM5 98.00 / 98.50 call spread, bought for 12.5 in 10k vs 97.855 (23% delta).
  • ERM5 98.12/98.37 call spread 4K given at 6.25.
  • 0RZ4 97.875 puts vs 97.955 (40%d) paper sells 22.5k all day across 10.5 & 10.25.