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US EURODLR OPTIONS
Upside call skew bid over corresponding OTM puts resumes
after decent pick-up Thursday. Overnight recap:
  • over +13,000 Dec 97/98 1x2 call spds, 1.75
  • over 7,500 Sep 97/98 call spds
  • 8,700 short Dec 98/100/100.12 call flys, ongoing
  • In puts:
  • 5,000 Sep 97 puts, 1.0
  • 2,500 Green Oct 95/96 put spds w/Blue Oct 93/95 put spd

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