/EUROPE SUMMARY: Limited EGB options........>

OPTIONS: /EUROPE SUMMARY: Limited EGB options trading today; it was more active

on the short-end rates front.  This was particularly the case for Short Sterling

which saw the lion's share of sizeable trades.

** Short sterling option flow included:

* 0LQ0 99.875/100.00cs vs 2LQ0 99.875/100.00cs, sold the 1yr at half in 4k

* 0LU0 100.00/100.25 cs, sold at 5.75 in 2k

* LZ0 100.00/100.25/100.50c fly, bought for 2.5 in 1.5k

* LH1 99.875/99.75/99.625p fly, bought for 1.5 in 2k

* LZ1 99.625/99.75/99.875/100.00 c condor, bought for 4 in 9k

* LZ1 99.87/100.25^^, bought for 18.5 in 6k

** Euribor option flow included:

* ERZ0 100.375/100.50 call spread bought for 7.75 in 2k