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Early Trade Roundup

US EURODLR OPTIONS

Pick-up in put structures with underlying trading weaker, back to pricing in increased chances of 50bp hike(s) over the next few policy meetings.

  • +5,000 short Jun 97.62/98.00 call spds, 4.5 vs. 97.075/0.10%
  • +5,000 Dec 97.00/97.25/97.50 put flys, 3.0
  • +3,000 Dec 97.00/98.00 put over risk reversals, 3.5
  • over +5,000 Sep 97.00/97.37/97.75 put flys, 6.5 ref 97.88
  • Block, 8,225 Dec 98.00/98.37 3x2 put spds, 18.0 net
  • Overnight trade
  • 1,750 Mar 97.37/98.00 1x2 call spds, 0.5-1.0
  • -10,000 Green Jun 97.75/98.00 put spds, 20.5 ref 97.305
  • -6,000 Jul 97.25/97.50 put spds, 4.5-4.25 ref 97.875
  • -5,000 Green Dec 97.75/98.25 put spds, 35.5 vs. 97.375/0.15%

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