Free Trial

EUROPE SUMMARY: Big Euribor Risk Reversals Continue


Wednesday's options flow included:

  • DUN1 112.10 put bought for 6 in 4k
  • RXM1 170.5/169.0/167.5p fly, sold at 37 in 2k
  • ERU2 100.50^ sold at 20 in 2k and 20.25 in 2.5k (4.5k total)
  • 0RZ1 100.50/100.37/100.25p ladder, bought for 1.25 in 5k
  • 0RH2 100.37/100ps, bought for 5 in 2k
  • 0RH2 100.375/100.125 put spread bought for 4.25 in 3k
  • 0RH2 100.37/50/62c fly 1x3x2, bought for up to 1.5 in 4.5k
  • 3RU1 99.875p/100.375c RR, bought the p for 0.25 in 45k just today (130k+ total have been done)
  • 3RU1 99.875/100.375 combo bought for 2.5 in 7.2k (bought the put)
  • 3RZ1 100.00/99.75 put spread v 100.375 call bought for up to 2.5 in 7.2k (bought the p/s)
  • 3RU1 100.00/99.75 1x1.5 put spread bought for 2 in 10k

To read the full story



MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.