July 02, 2024 16:52 GMT
Several Euribor Call Structures Bought Tuesday
OPTIONS
Tuesday's Europe rates/bond options flow included:
- RXQ4 132/134cs 1x1.5, bought for 18 in 2k
- ERV4 96.62/96.75/96.87c fly, bought for 2.75 in 10k
- ERX4 96.87/97.00/97.12/97.25c condor with ERZ4 96.87/97.00/97.12/97.25c condor, bought as a strip for 2.5 in 3k
- ERZ4 96.62/96.75/96.87/97.00c condor, bought for 4 in 2k
- 0RU4 96.625/96.875/97.625/97.875c condor bought for 20.5 in 8k Total
- SFIU4 95.10/95.20/95.30c fly bought for 2 in 2k
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