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Latest trade -- some account.....>

US EURODLR OPTIONS
US EURODLR OPTIONS: Latest trade -- some account scale buyers low delta puts to
fade the stubborn negative rate chatter. Note, 2YY creeping lower: 0.1549%
currently vs. last Fri's all-time low of 0.1032%. Fed fund futures in 2021 als
remain stubbornly over par w/ FFN1 and FFQ1 at 100.030.
* +2,000 Blue Sep 96 straddles, 28.0 (small Green Sep 97 straddle trades 23.0)
* +6,500 Blue Sep 90/92 put spds, 2.5 vs. 99.595/0.10%

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