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Latest trade * +10,000 Jun.......>

US EURODLR OPTIONS
US EURODLR OPTIONS: Latest trade
* +10,000 Jun 97/100 1x2 call spds, cab (closer, paper bought near 20k EDM 97
calls yesterday w/OI declining appr 15k, while Jun par calls -- a hot item
during the summer on ZIRP insurance buying, a closer as well w/OI> 217k)
* +3,000 short Jun 80/90 call over risk reversals, 3.5 vs. 98.505/0.44%
* +3,000 Dec 81/82/83 call flys, 1.0
* -2,500 Jun 87/88 call strip, 20.5
* -2,500 Mar 78/81/82 put flys, 1.0
* -2,500 Jun 75/78/83 2x3x1 put flys, 13.0/wings over vs. 98.39/0.12%
* -2,500 Oct 82 calls, 1.5
* -2,500 Sep 90 calls, 11.0
* -6,500 Dec 82 calls, 4.75 vs. 97.99/0.23%

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