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Sonia And Euribor Upside Feature Monday

OPTIONS

Monday's Europe rates/bond options flow included:

  • RXZ2 141.50/143.50/144.50 broken call fly bought for 30 and 32 in 1.6k
  • RXZ2 143/145/146 call fly bought for 17.5 in 1k
  • RXZ2 138/141 strangle sold at 269/271 in 1k
  • RXZ2 142.50 call bought for 60.5 in 1.1k
  • 0RH3 99.00/99.50 call spread bought for 1 in 2.5k
  • SFIZ2 96.20/96.40 cs vs 95.80 put, bought cs/sold put for 1.25 in 2k (ref 96.14)

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