June 06, 2024 16:52 GMT
Tilting Toward Upside Call Structures On ECB Cut Day
OPTIONS
Thursday's Europe rates/bond options flow included:
- RXU4 135/137cs, bought for 21 in 5k. This was also bought Wednesday for 22, adding to the position
- ERU4 96.62/96.75/96.87/97.00c condor, bought for half in 4k
- ERZ4 96.625/96.75cs, bought for 5 in 4k
36 words