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EUROPE SUMMARY: Plenty Of Longer-Dated Euribor Intrigue

OPTIONS

Thursday's options flow included:

  • 0RH2 100.375/100.50^^ bought for 11.5 in 2k
  • 0RH2 100.375/100.50 c1x3, buys the 1 receiving 0.5 in 10k
  • 2RZ1 100.375^ bought for 14.5 in 3k and 20 in 2k
  • 3RZ1 100.37/99.50 RR, bought the put for half in 20k (ref 100.125)
  • 3RZ1 99.87/75/62/32 broken put condor, bought for 0.5 in 2.5k
  • RXM1 172.00 calls trade for 17 in 5k (some suggest sold)

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