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Several Euribor Flies

OPTIONS

Wednesday's Europe rates / bond options flow included:

  • RXN2 149.50p, bought for 76/78 in 15k
  • OEN2 124.00/123.00/122.50 broken put fly, bought for 12 in 2.5k
  • ERU3 99.12/99.37/99.62c fly, bought for 2 in 3k
  • ERM3 99.25/99.50/99.75c fly, bought for 2.25 in 5k

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