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EUROPE SUMMARY: Long-Dated Euribor Features


Wednesday's options flow included:

  • DUK1 112.20c, bought for 1.25 in 5k
  • DUK1 112.20/112.10/112.00p fly, sold at 4 in 1.25k
  • DUK1 112.10/112.20/112.30c fly, bought for 2 in 5k
  • ERH3 100.87c, bought for 2.25 in 4k
  • 3RN1 100/99.87ps, bought for 1 in 4k (ref 100.285, 7 delta)
  • 0LU1 99.62/99.75/99.87c fly 1x3x2, bought for flat in 3.2k
  • 3LM1 99.62/99.50/99.37p fly, sold at 1.25 in 3k

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