November 04, 2024 17:52 GMT
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.
49 words