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US EURODLR OPTIONS

0QZ3 97.00 Calls Lifted

JGBS

Off Lows, But Cheapening Consolidates

KRW

J.P. Morgan Short KRW Basket Trade

US TSYS

Early Uptick Extends A Little

IDR

SocGen On Indonesia Export Receipts Plan

US TSYS

J.P.Morgan On End-Of-Month Supply Matters

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EUROPE SUMMARY

OPTIONS

Options flow Friday included:

  • OEZ0 134.75/134.25ps vs 135.75/136.00cs, bought the ps for 1 in 3k
  • 0LZ0 100.00/100.12cs, bought for 4.5 in 5k (ref 100.025, 30 del)
  • L Z0 99.875/100.00lcs, sold at 6 in 4.5k. Desk suggests this was closing position
  • 0LH1 100.125/100.25 c/s bought for 2.5 in 5k

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