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June Call FLy: Counter-Hedge to Tighter Policy

US EURODLR OPTIONS
On the heels of recent Jun put fly buying targeting three 25bps hikes by midyear (Jun 98.93/99.06/99.18 put flys, 1.5), another account hedging a less hawkish Fed:
  • +13,000 Jun 99.31/99.37/99.43 call flys, 0.5 (EDM2 trading 99.295 at moment)

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