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Post-Data Flow: Two-Way Squaring

STIR
  • +2,000 0QH4 96.00p v 3QH 96.37p, 6.5-7.0
  • +10,000 0QM 95.25/95.75 put spreads vs. 96.75/97.00 call spds, 9.75 ref 96.04
  • +7,500 0QH4 96.12/96.50 call spd vs 2QH4 96.62/97.00cs 1.5
  • -3,000 SRM4 96.00/96.50 call spds 1
  • +5,000 SRH4 94.75/95.00 call spds 1.25 ref 94.71
  • -5,000 SRU4 95.12 puts -5K 27 ref 95.18
  • -5,000 SRM4 94.62 puts -5K 4.25 ref 94.90
  • -4,000 0QH4 95.50 straddles 5. ref 95.81

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