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Multiple Eurodollar Trades As Strip Rallies

OPTIONS

Friday's Eurodollar / Tsy options flow included:

  • EDZ1 99.75/99.81c strip, sold at 5.25 in 2k
  • 0EZ1 99.62/99.37/99.12p fly, sold at 5 in 3k
  • EDM2 99.68/99.56/99.43p fly, bought for 1.75 in 10k
  • EDM2 99.62/99.75cs 1x2, bought for 1.5 in 1k
  • EDH2 99.75^ sold at 7.5 in 3k
  • 0EZ1 99.62/99.37/99.12p fly, sold at 5 in 3k
  • 0EZ1 99.25/99.50cs, bought for 3 in 2k
  • 2EZ1 99.12/98.75ps 1x2 bought for flat in 12k
  • 0EF2 98.75/98.62/98.50/98.37p condor, bought for 2.25 in 5k

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