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*** Latest trade, large call.....>

US EURODLR OPTIONS
US EURODLR OPTIONS: *** Latest trade, large call fly build
* +60,000 Dec 86/87/88 call flys, 2.0, adds to recent 20k Block. Note, back in
mid-July paper bought appr 40-50 of same fly on 1x3x2 basis for 1.25-1.5; paid
3.0 for appr 26k in mid-June on 1x2x1 fly. Targeting EDZ 98.75 where it is
currently trading 98.545, bet that lagging global inflation will stay Fed's hand
for another rate hike by year end?
* +10,000 Dec 83/86 call over risk reversals, 1.75
* +2,000 Green Sep 81 straddles, 15.5
* -5,000 Dec 83 straddles, 18.5

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