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Large Midcurve Put Sale/Unwind

US EURODLR OPTIONS
Moving on from the overcrowded March hike play, turning to longer expiries
  • Scale seller over -80,000 short Mar 98.50/98.62 put spds at 8.5 vs. 98.42/0.12%
  • 5,000 short Mar 98.00/98.25/98.50 put flys
  • 3,000 short Mar 98.37/98.50/98.62 put flys
  • 7,500 Mar 99.31/99.43 put spds
  • -2,500 Dec 98.25/99.00 strangles, 28.0
  • -10,000 Apr 98.93.99.06 put spds, 4.0 ref: 99.095
  • -1,000 Jun 99.12/99.25/99.37 call flys, 1.5
  • Overnight trade
  • +Green Jun 97.37/97.88 2x1 put spds, 6.5
  • Block, -6,000 short Mar 98.25/98.50 put spds 8.0 over Blue Mar 97.62/97.87 put spds

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