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Sterling And Euribor Downside Feature

OPTIONS

Thursday's European rate/bond options flow included:

  • RXV1 176c for bought for 46.5, to sell the RXU1 178c at 46 in 6,562
  • 0RZ1 100.12p, bought for half in 30k
  • 2LZ1 99.25/99.00ps, bought for 2.75 in 4.5k
  • 0LZ1 99.50/99.37ps 1x2, bought for half in 5k
  • SFIH2 99.80/99.70 put spread (vs 99.83, d17) bought for 2.5 in 15k

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