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Several Euribor Rates Trades Tuesday, Mostly Upside

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • DUQ3 104.90/80/70/60 p condor, bought for 1.5 and 1.75 in 4.5k
  • ERQ3 97.00 call bought for 0.75 in 7k
  • ERU3 96.25/96.125/96.00p ladder, bought for 2.25 in 11k
  • ERU3 96.12/96.25/96.37/96.50 call condor bought for 2 in 4k
  • ERU3 96.00p, bought for 7.25 in30k (ref 96.07).
  • ERV3 96.00/95.87/95.75p fly vs ERU3 95.75p, bought the Oct for -0.5 (receive)in 2k.
  • ERZ3 95.50/95.00 1x1.5 put spread bought for 3.25 in 6.5k
  • ERZ3 96.00/96.25cs 1x2, bought for -5.75 in 3.5k.

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