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EUROPE SUMMARY: Largely Downside In Rates

OPTIONS

Friday's options flow included:

  • RXN1 171.0/170.5 put spread bought for 10 in 2k
  • 2RH2 100.37/50 cs vs 2x 100.12/00ps, bought the cs for 0.25 in 6.5k (13kps)
  • 3RM1 100.37/25ps 1x2, sold at 7.5 in 2k (ref 100.23)
  • LZ1 100.12/100ps, sold at 12 in 10k
  • 0LM1 99.75/62/50p fly sold at 3.75 in 4k (ref 99.71, -80d)
  • 3LU1 99.125/99.00 put spread bought for 4.25 in 10k
  • 3LU1 99.00/98.75ps 1x1.5, bought for 3.5 in 5k (ref 99.13, 8d)

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