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EUROPE SUMMARY

OPTIONS

Today's rates/bond options flow included:

  • 0LZ0 100.125/100.25cs, bought for 2 in 1k
  • LH1 99.875/100/100.12c fly 1x3x2, bought for 1.75 in 3k
  • LM1 100.00/100.12/100.25, bought for 1.75 in 8.5k all day
  • 0RH1 100.62c x3 vs 3RH1 100.62c x2, bought the 1yr for 4.75 in 7.2k x 4.8k
  • 2RX0 100.50/100.37ps, bought for 0.75 in 5k (ref 100.565, 16 del)
  • RXX0 175.00/174.50ps, bought for 5 in 3k
  • RXZ0 174.50p, bought for 39 in 3k (ref 175.91)
  • RXZ0 175/173/169 broken put fly, bought for 24/26 in 1k
  • RXZ0 173.50/178.00^^, sold at 42 in 1k
  • RXZ0 174.50p, bought for 39 in 3k (ref 175.91)

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