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EUROPE SUMMARY: Downside In Euribor Blues Remains The Theme


Friday's options flow included:

  • RXM1 169/167.5/166p fly, sold at 18 in 1k
  • RXM1 170/169ps 1x2, sold at 3 in 3k
  • RXM1 170.5/171.5/172.5c fly sold at 17 in 2.5k
  • RXN1 168.00p, was bought for 25 in 10k
  • RXU1 169.50/167.50ps vs 175.50c, bought the ps for 2 in 3k
  • RXU1 172/169.5ps 1x1.5, bought for 50.5 in 2k
  • ERH3 100.375^ bought for 31.75 in 1k
  • 2RU1 100.25/100.125 ps vs 100.50/100.625 cs, bought the ps for 1 in 5k
  • 3RU1 100.12/100ps vs 100.25/100.37cs, bought the ps for 0.25 in another 5k, 25k+ on the day (v 100.145)
  • LZ1 100/100.12/100.25c ladder, sold at flat in 6k
  • LZ1 99.62p, bought 1.25 in 3k
  • 0LZ1 993.62/99.87cs 1x2 with 99.75/99.87cs 1x2 as a strip, sold the 1s at 4.5 in 3k
  • 2LU1 99.62/99.37ps vs 3LU1 99.12/98.87ps, sold the 2yr at 7 in 5k
  • 2LU1 99.25p bought for 9.5 in 5k

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