Wednesday's Europe rates / bond options flow included:
- DUH3 1105.60/105.30ps vs 106.40c, bought the ps for -0.5 (receive) in 3k
- ERG3 97.00p, bought for 2.25 in 7.1k (ref 97.04)
- ERJ3 96.37/96.25ps vs 96.62/96.87cs, bought the cs for 6.75 in 5k
- ERJ3 96.625/96.75 cs vs ERJ3 96.375/96.25ps, bought the cs for 3.5 in 7.5k.
- ERM3 96.625/96.50/96.375p ladder bought for flat in 5k