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/EUROPE SUMMARY: A surprisingly slow........>

OPTIONS
OPTIONS: /EUROPE SUMMARY: A surprisingly slow session given the risk-on backdrop
(European stocks at post-March highs, and the EU budget / stimulus deal
overnight). More Schatz, continuing the theme of recent weeks, incl what
appeared to be Aug/Sep rolls (with Aug option expiry coming Friday).
** EGB options flow included:
* DUU0 112.00/112.20/112.40 c fly vs DUQ0 112.00 calls, bought the fly for 1 in
10k
* DUQ0 111.80/DUU0 111.90 p calendar, bought the Sep for 2 in 2.2k
** Short sterling option flow included:
* LZ0 100.00/100.125/100.25 c fly, sold at 1.25 in 4k
* LU0 99.50/99.75cs, sold at 24.5 in 10k (ref 99.895 in Dec)

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