January 27, 2023 17:52 GMT
Some Euribor Downside Ahead Of Next Week's ECB
OPTIONS
Friday's Europe rates / bond options flow included:
- RXH3 136.50/134.50/133.50p fly, sold at 44 in 2k
- DUH3 106.20c sold at 7.5 in 5k
- ERG3 97.00p, bought for 2.75 in 3.75k
- ERM3 96.25/96.62/96.75 broken put ladders bought for 2.75 in 10k
- ERM3 96.50/96.25ps vs 0RM3 96.875/96.625ps, bought the front for -1 and -0.75 in 20k
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