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Overnight Trade Roundup, Looking to Improve

US EURODLR OPTIONS
Little more mixed after put buyers returned on Wed's reversal. Decent two-way call trade on otherwise modest volumes so far -- should pick up after Whites shift lower on 3M LIBOR surge back to late April 2020 level (0.58314% +0.06100) this morning. Field reset for tactical plays ahead Fri's Feb employment data (+475k est).
  • 2,000 short Jun 97.25/97.50/97.62/97.87 put condors
  • 6,500 short Mar 98.18 calls
  • 5,000 short Sep 99.12/99.25/99.50 put flys
  • 2,000 short Apr 97.62/97.75/97.87 put flys
  • Block, -10,000 Sep 98.75/99.00 call spds, 8.5 vs. 98.515/0.10% at 0600:24ET
  • +10,000 Green Mar 97.75/97.87/98.00/98.12 call condors, 5.0 ref 97.93

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