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EUROPE SUMMARY: Big Euribor Risk Reversals Continue

OPTIONS

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

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