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Desk note a firmer Vol this morning. RXU0 now 4.5%/50 yield vol..
- RXU0 175/177.5 RR, bought put for 1 in 1.6k
- RXU0 176/175ps, bought 26 in 2.6k
- RXU0 176/175.5ps, bought 20 in 2k
- RXV0 171.5/170ps 1x2 vs RXU0 173p, bought 1.5 in 2k
- RXV0 173.5c, bought 95 in 1K
- OEU0 134.75p, bought 16.5 in 3k
- OEV0/OEX0 135.50/75 cs Strip, bought 11 in 1k