/EUROPE SUMMARY: In EGBs, noted mostly......>

OPTIONS: /EUROPE SUMMARY: In EGBs, noted mostly Schatz options today:

* DUN0 112.20/112.30/112.40 c fly, bought for 1.25 in. 2.5k (also bought for 1.5

last week, looks like adding)

* DUN0 112.20/112.40 cs, bought for 3 in 7k

* DUU0 112.10 puts, sold at 14 down to 12 in 8.5k

- In rates, the most interesting trades involved negative UK rates targeting

March 2021, including L H1 100.00/100.25/100.50 c fly, bought for 2.5 in 5k. A

few ER / L trades of note:

* L Z0 100.00 calls vs 2LZ0 100.12 calls, bought the front for -0.25 in 4k

* L Z0 99.875/100.00/100.125/100.25 c condor, bought for 2 in 5k

* L H1 100.00/100.25 cs, bought for 3.5 in 13k

* 2RU0 10062/10075cs vs 100.12p, bought the cs for -1 in 2.5k

* ERM0 100.25/100.00ps, sold at 1 in 6.5k (ref 100.31)

* ERU0 100.375/100.50/100.625c fly, sold at 2.75 in 4k