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*** Hearing EDZ7 98.375 puts.....>

US EURODLR FUTURES
US EURODLR FUTURES: *** Hearing EDZ7 98.375 puts have been actively traded late
last week and this week, have traded for decent size in Asia today
- .25's were Bought 19,000 times, covered at 98.3825, with a Delta of .35
- Outright Market in the Puts remains well offered at .25, 34,000 times
- While the Front EDZ7 is 38/38.25, about 6k x 2k
- EDZ7 expires on Monday, thus 2 more Libor Sets. 3-Month Libor set at 1.6004%
(= 98.3996 in Futures) yesterday. That was + 1.19 bps from Wednesday's Set

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