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EUROPE SUMMARY: Bund Puts And Large Euribor Call Spread Sale

OPTIONS

Thursday's options flow included:

  • RXN1 168.5/167ps, sold at 3 in 2k
  • RXN1 169.50/168.50/167.50 put fly bought for 6 in 1k
  • RXU1 171.50/168.00/166.50 put ladder sold at 86.5 in 1.75k
  • RXQ1 172.50/171.50ps 1x1.5, bought for 7 in 2k
  • RXQ1 173/174.5cs 1x3, sold at 1 in 1k (1kx3k)
  • OEU1 133.50/133ps, bought for 11 in 1k
  • ERZ1 100.62/100.87cs, sold at 0.25 in 20k
  • 3RM1 100.25p, sold at 3 in 5k (ref 100.235, -63 del)
  • 0LU1 99.62c vs 3LU1 99.25c, sold the 1yr at 0.25 in 2k
  • 3LU1 99.00/98.75ps vs 99.50c, sold the ps at 2.75 in 2k

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