Friday's Europe rates / bond options flow included:

  • DUH3 106.50c, bought for 6 in 12k
  • RXH3 135/132 put spread bought for 44.5 in 2.5k
  • ERU3 96.12/97.12 RR, bought the put for 1.25 in 3k
  • ERZ3 96.12/97.12 RR, bought the put for 2.25 in 3k

OPTIONS: Limited End-Week Trade Includes Euribor Risk Reversals

Last updated at:Jan-20 17:52By: Tim Cooper
FI Bullets+ 1

Friday's Europe rates / bond options flow included:

  • DUH3 106.50c, bought for 6 in 12k
  • RXH3 135/132 put spread bought for 44.5 in 2.5k
  • ERU3 96.12/97.12 RR, bought the put for 1.25 in 3k
  • ERZ3 96.12/97.12 RR, bought the put for 2.25 in 3k