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EUROPE SUMMARY: Lots Of Afternoon Euribor Structures

OPTIONS

Wednesday's options flow included:

  • RXM1 168/167ps, bought for 6 in 4.5k
  • RXM1 169/168ps, bought for 20 in 3k
  • RXN1 171/169ps 1x2, bought for 28.5/29 in 1.5k
  • 2RH2 100.25^ bought up to 28.5 (v 100.23, 16d) in 1.5k
  • 2RU1 100.375/100.50 1x2 call spread sold at 2.5 in 10k
  • 0RZ1 100.625/100.50 1x2 put spread bought for 0.75 in 10k
  • 3RZ1 100.375/99.50 combo (v 100.125) bought for 0.5 in 20k (+p, -call)
  • 0LH2 99.50^ bought for 31.5 in 2.75k

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