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EUROPE SUMMARY: Rates Downside

OPTIONS

Today's options flow included Short Sterling and Euribor downside plays:

  • RXF1 170p, bought for 1 in 1.6k
  • DUH1 112.40/112.60 cs 1x2 bought for 1.5 in 1.25k vs DUZ0 112.30/112.40cs, sold at 1 in 1.25k
  • 0LH1 100.125/100.25 call spread sold at 1 in 2.5k
  • 0LM1 100.00/99.875 1x2 put spread bought for 0.75 in 3.5k
  • 0LU1 100.12/99.62 RR, bought the call for 2.25 in 5k (ref 99.92)
  • 0RF1 100.50/100.375 put spread bought for 1 in 2k

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