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Outright Put Buying And Risk Reversals In Euribor

OPTIONS

Friday's Europe rates / bond options flow included:

  • DUM3 105.80/106.20cs, bought for 11 in 3k
  • ERU3 95.25/97.50 combo, sold at the put at 0.25 in 8k
  • ERK3 96.25/96.00ps 1x2, bought for 1 in 4k and 6k
  • ERU3 95.50p, bought for 8 in 10k (ref 96.24)

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