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Plenty Of Interest In Mid/Late 2024 Euribor Structures

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • RXX3 131/132/133c fly, bought for 8 in 8k
  • ERM4 96.50 call/95.75 put combo sold at 6 in 18k v 96.19 (buys put, sells call)
  • ERU4 98.00/98.50 call spread bought for 2.5 in 5k
  • ERM4 97.50/98.00cs bought for 2 with ERU4 99.00/99.50cs bought for 1.25 in 5k

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