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EUROPE SUMMARY: Sterling Midcurve Trades Dominate

OPTIONS

Today's options flow included:

  • RXZ0 176/175/174p fly, sold at 35.5 in 1.25k
  • 0LH1 100/100.12/100.25c fly, bough for 1 in 3k
  • 0LM1 99.87/100.00^^bought up to 12.5 in circa 10k all day
  • 0LM1 with 0LU1 99.75 put strip, sold at 9.5 in 4k
  • 0LM1 100.00/99.875/99.75p fly, bought for 3.5 circa 4k
  • 0LZ0 100.00/100.125 call spread sold at 2.5 in 2.5k
  • 2LM1 99.87^ vs LM1 100^, sold the 2yr at 10.75 in 1.5k

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