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US EURODLR FUTURES: ### More on the massive Eurodollar futures Red pack block
* +27,500 Red packs (Dec'18-Sep'19) at +0.0075 (Red pack = 4 quarterly
futures/with following leg prices: EDZ8 at 98.045, EDH9 at 97.985, EDM9 at
97.925, EDU9 at 97.875). You may have noticed swap spds have not moved on the
massive flow. "Just moving risk from futures to swaps" one desk confirms, no
duration or spread impact...convexities only.