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EUROPE SUMMARY: Oct/Nov Bunds And Euribor Mids

OPTIONS

A good mix of Euribor, Bund and (later in the session) Short Sterling options trading throughout the day, though nothing really stood out in terms of size or thematic direction.

  • 3RZ0 100.375^ bought for 15.75 in 1k
  • 0RV0 v ERV0 100.375 put calendar bought for 0.5 in 2k (paid for the mid)
  • 3RU0 100.375/100.50 call spread bought for 4.25 in another 1.8k (bought in 2k for 4 earlier)
  • 0RZ0 100.50 call v 3RZ0 100.50 call bought for flat in 2k (bought the mid)
  • RXX0 173.00 straddle bought for 252 in 2k
  • RXV0 171.00/170.00 put spread bought for 15 in 3k
  • RXV0 172.00/171.00/170.00 put fly sold at 11 in 800
  • RXV0 171.50/170.50/169.50 put ladder bought for 7 in 2k
  • DUV0 112.20/112.30 combo sold at 3 in 2.5k (sold put)
  • LH1 100.00/100.125/100.25 1x1x0.5 call ladder v LZ0 100.00 x0.5 call, bought for 1 in 5k (bought the ladder)
  • LG1 v LF1 100.00 call calendar bought for 0.75 in 1.5k

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