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Straddles And Strangles Highlight Friday's Euribor Trades

OPTIONS

Friday's Europe rates / bond options flow included:

  • DUG3 105.80/105.60ps, sold at 5.25 in 10k
  • RXG3 136.5/134.5/133p fly sold at 20.5 in 4k
  • ERH3 97.12/97.25/97.37c fly, bought for 1.5 in 10k
  • ERJ3 96.75/97.00cs, bought for 5.75 in 5k
  • ERU3 96.62^ sold vs buying the 97.00c, net sold at 44.5 and 44 in 48.5k
  • ERU3 96.62^ vs ERM3 97.00/96.37^^, sold the straddle at 39.5 in 40k

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