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EUROPE SUMMARY: Bund Put Diagonals, Large Sterling Flies

OPTIONS

Thursday's options flow included:

  • RXN1 171.50 /RXM1 167.00 put diagonal bought for 57 in 1k
  • RXN1 168.00 /RXM1 167.00 put diagonal bought for 10 in 1k
  • DUK1 112.20/112.10ps. 1x2, sold at 4 in 4k
  • DUK1 112.10p, bought for 2in 5k
  • 0RU1 100.37/100.50/100.62c fly 1x3x2, bought for -0.5 (receive) in 2.5k
  • 0RN1 100.37/100.50/100.62c fly 1x3x2, bought for 0.25 in 2.25k
  • 3RU1 with 3RZ1 100.37/100.50/100.62c fly 1x3x2 strip, bought for 1.25 in 1k
  • 0LZ1 99.75/99.87/100.12 broken call fly, bought for -0.75 in 20k
  • 0LZ1 99.62^ vs 99.50p, sold at 18.25 in 20k
  • 0LZ1 99.50/99.00ps, bought for 6.75 in 10k (ref 99.645)
  • 2LM1 99.62/99.50ps vs 99.87c, sold the ps at 7 in 4.5k
  • 3LZ1 99.62/99.75cs vs 0LZ1 99.87/100cs, sold the 3yr at 0.25 in 2k

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