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EUROPE SUMMARY: Mix Of Rates Structures

OPTIONS

Thursday's options flow included:

  • RXU1 172/170.5/169p fly, bought for 10.5 in 4k
  • DUQ1 112.30c bought for 1 in 3k
  • DUU1 112.20/112.10^^, sold at 6.5 in 2
  • 2RH2 100.25/100.37cs 1x1.25, vs 100.125p, bought cs for 2.75 up to 3.5 in 15k
  • 3RU1 100.37c, bought for 1.75 in circa 7.2k (ref 100.29)
  • 3RU1 100.12/00/87/75p condor, bought for 2 in 3.5k
  • 3RZ1 99.62p bought for 1 in 3.6k
  • 0LZ1 99.50/99.62/99.75c fly, bought for 3.5 in 5k

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