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Green ED Midcurve Risk Reversal Buying Continues

OPTIONS

Friday's US options flow included:

Treasuries:

  • FVV1 123.50/123.00 put spread (covered 123-19, 28%) bought for 8 in 8k

Eurodollar:

  • 0EM2 99.00/98.75 put spread bought for 3.75 on legs in 10k (ref 33.5)
  • 2EZ1 98.75/98.625 put spread (covered 99.005, 10%) bought for 2 in 15k
  • 2EZ1 98.75/99.125 r/r (covered 99.00 d.54) bought for 0 in another 5k today- desk notes, now long 50k+ on the week

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