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US EURODLR FUTURES

Post-LIBOR Settle Update

GBP

EURGBP extends its decline

EMERGING MARKETS

CEEMEA FX Price Signal Summary: USDRUB Weakness Accelerates

BONDS

EGB/Gilts - Holding onto gains

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Thursday's European rates / bond options flow included:

  • DUZ1 112.20/30/40c fly, bought for 2 in 4k
  • OEZ1 135.25/135.50/135.75 call ladder bought for 1.5 in 4k
  • RXX1 169put, bought for 27.5 in 5k (short cover)
  • RXX1 168.5p, bought for 25.5 up to 29 in 7k (some suggest a short cover)
  • 0RF2 100.25/100ps 1x2, bought for 2.25 in 2k
  • 0LZ1 99.00/98.87/98.75p fly sold at 1.5 in ~26.5k (said to be rolling downstrikes)
  • 2LZ1 98.88/98.75/98.62p fly, sold at 1.5 in ~48k
  • 0LZ1 99.00/98.87 ps sold at 5.25 in ~30k