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US EURODLR FUTURES

Block, Red Dec'22

US EURODLR OPTIONS

BLOCK, Put Fly

Long end summary

EGB OPTIONS SUMMARY

Long end option recap. Vol came back a bit. in small this morning with RXX0 and RXF0 straddle sellers in tiny size.

Buxl:

  • UBZ0 225/217ps, bought for 164 in 1.4k. (227.70)

Bund

  • RXX0 176^ sold at 74 in 250
  • RXX0 175/174.50ps vs 177/177.50cs, bought the ps for flat in 1.5k
  • RXZ0 176^ sold at 175 in 700
  • RXZ0 180C, bought for 7 in 1k,and 6.5 in 1k
  • RXF1 178^ sold at 252 in 150
  • RXF1 178.5^ sold at 255 in 150

Bobl

  • OEX0 136.00/136.50cs, sold at 3.5 in 2.25k
  • OEX0 136c, sold at 3.5 in 2.75k

Schatz

  • DUX0 112.40/60cs, sold at 4 in 1.25k
  • DUX0 112.30/40/50 c Fly sold at 4.5 in 5k (10k last two days)
MNI London Bureau | +44 203-865-3806 | fabrice.benhassine@marketnews.com