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FED FUNDS FUTURES

BLOCK, Feb Buy

OPTIONS

Larger FX Option Pipeline

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
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com