Free Trial

EUROPE SUMMARY: Blue Euribor Downside Theme Continues


Tuesday's options flow included:

  • RXM1 171.50 call bought for 42 in 1k
  • RXM1 171/170 1x2 put spread sold at -1 in 1k
  • RXN1 170/169.50/169/168.50p condor, bought for 3.5 in 2.5k
  • 2RZ1 100.00/100.50 combo bought for 0.25 in 29.5 (+put) (v 100.35, 40d)
  • 3RM1 100.125p sold at 2.5 in 5k (v 100.235)
  • 3RQ1 100.12/100/99.87p ladder, bought for flat in 3k
  • 3RU1 100/99.75/99.50p fly 1x2x1.5, bought for 2.5 in 10.5k total so far.
  • 3RU1 100/99.87/99.75p fly, bought for 1 in 1k
  • 3RV1 99.87/99.62ps vs 100.25/100.37cs, bough the ps for -1 in 2.5k .... 3RH2 99.50/99.25ps vs 100.25/100.37cs, bought the ps for -1.5 in 2.5k. Receives 2.5 in 2.5k for the package
  • 3LQ1 98.875/98.50 ps vs 99.25/99.375 cs, bought the ps for 0.25 in 2.5k

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.