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Negative Yld Insurance Buyers

US EURODLR OPTIONS
Flurry of call condor buying targeting negative ylds to be priced into Sep-Dec 2021 and 2022.
  • +1,000 short Sep 95/96/100/100.12 call condors with
  • +2,000 Green Sep 93/95/100/100.12 call condors, 24.0 total
  • As well as
  • +1,000 short Dec 95/96/100/100.12 call condors with
  • +2,000 Green Dec 93/95/100/100.12 call condors, 22.0 total
  • Additional recent trade includes
  • 6,000 short Dec 93/96 put spds
  • 5,000 Sep 97/98/100 call flys
  • over 5,000 Dec 98/100 call spds, 0.5
  • -5,000 Sep 97/98 put over risk reversals, 0.5
  • +5,000 Sep 96 puts, 0.5
  • +5,000 Blue Oct 96 puts, 4.5 earlier

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