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Midday Trade Roundup, Varied Rate Hike Hedging Continues

US EURODLR OPTIONS

Better volumes than Treasury options so far, but still fairly sporadic from exhausted markets after Thursday's re-pricing of larger/faster rate hikes due to inflation spike.

  • Block, 11,500 short Jun 97.50/98.00 put spds, 24.5 at 1158:18ET
  • +5,000 Red Sep'23 100.0 calls, 2.0
  • +5,000 Dec 97.75/98.75 put over risk reversals, 21.0
  • +3,000 Jun 98.81/99.12 1x2 call spds, 0.75-1.0 call spds
  • +2,500 Sep 98.31 straddles, 71.0
  • -10,000 Sep 99.00/99.12 risk reversals 0.0, hear put sold over
  • -25,000 Jun 98.75/98.87 put spds, 6.5
  • +2,000 Jun 97.75 straddles, 101.5
  • +2,875 Gold Jun 97.00/97.62 put spds on a 5x4 ratio, 50.0 net db vs. 97.805
  • Overnight trade
  • 5,000 Blue Dec 97.00/97.62 3x2 put spds, 23.0 net at 0629:05ET
  • 5,000 Mar 99.50 puts, 26.5 at 0626:41ET
  • 5,750 Mar 99.25/99.31/99.37/99.43 call condors
  • 1,250 Blue Sep 97.12/97.62 5x4 put spds, 45.0 net at 0619:53ET
  • 7,500 Gold Apr 97.00/97.62 put spds, 9.5 at 0603:43ET
  • 2,000 Blue Jul 97.12/97.62 5x4 put spds, 43.0 net at 0603:43ET
  • Block, +12,000 Mar 99.12/99.18/99.31 2x3x1 put flys, 1.75

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