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EUROPE SUMMARY

OPTIONS

Rates/Bonds options flow today included:

  • 0LZ0/3LZ0 100c calendar, sold the 1yr at 4 and 3.75 in 1.5k
  • LM1 100.00/99.875/99.75 1x3x2 put fly bought for 2.75 in 10k (10k x 30k x 20k)
  • LM1 100.00^ v 100.125 call sold at 10.5 in 3.5k
  • OEZ0 135.50/25/00 p ladder, bought for 3 in 2.5k
  • RXZ0 173.50/172.50ps, bought for 9 in 2k* RXZ0 175/177^^ bought for 99 up to 101 in 2k
  • RXZ0 176^,sold at 181 in 600, 180 in 300, and 179 in 300
  • RXZ0 178c, sold at 24.5 in 750 (ref 176.04)
  • RXZ0179.5/181cs, bought for 5 in 1k
  • RXZ0 174.5/173ps vs 178c bought for-1.5 in 5k
  • DUZ0 112.40/30ps, bought for 3.5 in 3k
  • DUZO 112.40/30/20p fly, bought for 2 in 2k

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