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EUROPE SUMMARY: Plenty Of Downside In Blue / Green Rates

OPTIONS

Friday's options flow included:

  • 3RM1 100.7/100.50/100.62c fly, sold at 3 in 5k
  • 3RM1 100.25/100.00 put spread bought for 2.75 in 10k
  • 3RZ1 100/99.50ps, bought for 4.5 in 4k
  • 3RZ1 100/99.87ps vs 100.50/100.62cs, bought the ps for 0.25 in 4k
  • 0LM1 99.625/99.50 put spread bought for 1 in 27.5k
  • 2LU1 99.25/99.00ps, bought for 4.75 in 2.5k
  • 2LU1 99.00p, bought for 4 in 12.5k. Was also bought in 12.5k (25k total). Some were done straight, some versus 99.44

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