HP 9810 A transformer

[calc_you_later]

I've done some further investigation and it seems like the issue is with the large red component in the previous image. It was this component which blew when connected to the mains so I've taken it out of the circuit with the hopes of identifying and replacing it.

These are all the details I have about it:

• Live & Neutral from the mains go into it, and two wires come out of it and go into the transformer.
• The case is grounded.
• Inside the case was filled with epoxy so I can't see any of the internal components.
• It's about 6cm tall, 3cm wide and 2cm deep (with a rounded rectangle profile).
  

I've uploaded some images of the casing here: http://imgur.com/a/tAaLR

The text on casing says:
LC2002 2R50-2 B/4
0.2uF +2x2500pF XY +
2x5mH 2A 250V~ HPF
550-6 / 560-7 5.76

Does anyone recognise the circuit symbol or know what this component is? It looks like a transformer and some weird capacitor to me.

Thanks!