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Midcurve Vol Cross

US EURODLR OPTIONS
Large double straddle package on the heels of large short Dec low delta put buying.
  • Initial report of -2,000 short Nov/short Dec 99.50 straddle strip at 19.0 has morphed to 20,000.
  • Local desks say package was crossed -- not an outright sale as others may have reported.

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