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Background on Tuesday's huge.....>

US EURODLR OPTIONS
US EURODLR OPTIONS: Background on Tuesday's huge 200,000 short Mar 63/66/67
1x1x1 put fly sales at 4.0 today -- likely partial closer.
* Blocked back in mid-September: appr 100,000 short Mar 63/66/68 2x3x1 put flys
bought at 1.5-2.0. Aggregate position if for same acct: 
* should have closed the 63 puts, open interest only declined 7,837 on 200,010
total volume Tue
* -100k 66 puts (open interest -1,259 on 202,500 Tuesday
* -200k 67 puts (open interest +90,053 on 196,200 Tuesday)
* +100k 68 puts

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