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First-Half Trade Highlights

US EURODLR OPTIONS
Largely put driven volume with some accounts unwinding longs, taking advantage of move in underlying (liftoff in March nearly 100% priced in) and higher vol in the first half:
  • +10,000 Dec 97.75/98.25 put spds, 4.0
  • +5,000 short Apr 98.00/98.12 put spds, 3.0
  • -4,000 Red Dec 97.12/97.62/98.12/98.62 put condors, 16.5
  • -5,000 Sep 99.00/99.50 risk reversals, 2x calls, 6.0 net/put over
  • -5,000 Blue Sep 97.50/97.75 put spds, 8
  • +5,000 Mar 99.50/99.56 put spds, 1.5 vs. 99.59/0.25%
  • +10,000 May 98.87/99.00/99.12 put flys, 0.75
  • Block +5,000 short Feb 98.43/98.62/98.75 put trees, 2.5
  • Block, +5,000 short Feb 98.50/98.62/98.75 put trees, 2.5

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