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Early Trade Roundup

US EURODLR OPTIONS
Modest early volumes with carry-over interest in buying upside calls, unwinding puts
  • 5,000 Jun 98.81 calls
  • 7,000 Dec 97.93/98.06 put spds
  • Overnight trade
  • Block 15,000 short Jul 98.25 calls, 8.0 vs. 97.58/0.20%
  • +10,100 short May 97.62 risk reversals
  • 10,000 short Jun 97.50/97.75/98.00 put flys vs. Dec 97.12 puts
  • 1,000 Blue Mar 97.62/97.75/97.87/98.00 put condors

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