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Conditional Steepener

US EURODLR OPTIONS
  • +2,500 Blue Mar 91/93 put spds vs short Mar 96/97 put spds, 2.5 net db for conditional bear curve steepener.
Bought more Blue Mar spds outright:
  • +2,500 Blue Mar 91/93 put spds, 6.25 legged

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