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EUROPE SUMMARY: Vol Trade And Outright Puts In Euribor

OPTIONS

Monday's options flow included:

  • 3RU1 100p x2 with 99.62p strip bought for 2.75 in 3.25k
  • ERM2 100.5p, bought for 5.25 in 11.5k
  • ERU2 100.50^, bought for 14.75 in 3.75k (ref 100.48)
  • 0LU1 99.87/99.75/99.62p fly 1x3x2, bought the 3 for 6.5 in 8.5k

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