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OPTIONS: Upside Interest In Medium-Term Euro Rates Continues

OPTIONS

Tuesday's Europe rates/bond options flow included:

  • DUZ4 107.00/107.40cs 1x2, bought for 4.5 in 3.75k.
  • DUZ4 106.90/107.20/107.50c fly, bought for 5 in 2k
  • RXZ4 133.50/132.50ps, bought for 60 in 2.5k.
  • ERZ4 97.12p sold at 1.25 in 14k.
  • 0RH5 98.50c, bought for 8 in 20k (ref 98.065).
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Tuesday's Europe rates/bond options flow included:

  • DUZ4 107.00/107.40cs 1x2, bought for 4.5 in 3.75k.
  • DUZ4 106.90/107.20/107.50c fly, bought for 5 in 2k
  • RXZ4 133.50/132.50ps, bought for 60 in 2.5k.
  • ERZ4 97.12p sold at 1.25 in 14k.
  • 0RH5 98.50c, bought for 8 in 20k (ref 98.065).