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/EUROPE SUMMARY: The most interesting.......>

OPTIONS
OPTIONS: /EUROPE SUMMARY: The most interesting trades of the day have been in
Short Sterling for the most part. Saw flatteners earlier in the session, with
the afternoon seeing Oct and Nov par calls bought in decent size.
** EGB options flow included:
* RXU0 176/176.5^^, sold at 168 in 1.1k
* RXU0 175/174ps, sold at 126 in 5K
* EGB OPTIONS: DUU0 112.20/112.40 cs, bought for 2 in 1.5k
* DUU0 112.20/40 with 112.30/50 cs Strip, bot 2.5 in 1.25k
** Euribor options flow included:
* ERZ0 100.37/100.25ps, sold at 1 in 19.5k
* ERH1 100.375/100.25/100.125 p ladder, sold at -0.25 in 2.5k
* ERZ0 100.25/100.125ps,, bought for 0.5 in 3.5k
** Short sterling option flow included:
* 0LQ0/2LQ0 99.87/100.00cs spread, sold the 1yr mid at 0.75 in 6.5k
* LX0 100.00c, bought for 2.5 in 10k
* LV0 100.00c, bought for 1.75 in 7.5k

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