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Largely Downside In ED Midcurves

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Tuesday's Eurodollar/Tsy flow included:

  • EDU2 99.75/99.62/99.50p fly, traded 2.5 in 2k
  • EDU2 100c, traded 1 in 2.5k
  • 0EX199.62c traded 1 in 2.5k
  • 0EM2 99.37/99.25ps, traded 7 in 4k
  • 2EV1 99.125c, half printed in 28k, on blocks and screen
  • EDM2 99.62/99.31ps 1x2, bought the 1 for half in 4k
  • EDZ1 99.75p, bought for 1.25 in 4k
  • EDH2 99.81/99.68ps, bought for 1.75 in 2k
  • 0EZ1 9925/9937.5/9950 p-fly, bought for 3 in 25k all day (pit and screen)
  • 0EX1 99.50/99.37ps 1x2, bought for 2.5 in 5k total
  • 2EV1 98.75/98.62ps, bought for 1.5 in 1.5k
  • 2EZ1 98.87/98.62/98.50 broken p fly 2x3x1, bought for 4 in 2k
  • 3EV1 98.62/98.87 with 98.75/99.00 cs strip, bought for 1 in 2k

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