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First-Half Trade Recap

US EURODLR OPTIONS
  • +5,000 Blue Sep 80/90 put over risk reversals, 1.5 -- up over +100k since early last week
  • +5,000 Red Dec 95/97 call spds, 1.5
  • +7,000 Blue Jul 80/83 put spds 4.5 over 86/88 call spds
  • -10,000 Gold Sep 72/85 call over risk reversals, 1.0 98.015/0.35%
  • Block, total +39,333 short Dec 97 calls, 2.0 vs. 99.55-.555/0.17%
  • -20,000 short Jul/short Sep 96 put strips 9.5-9.0
  • -1,000 Gold May 81/82 strangles, 13.5
  • -3,000 short Dec 96/97 1x2 call spds, 2.5

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