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*** Re: large Jun put fly........>

US EURODLR OPTIONS
US EURODLR OPTIONS: *** Re: large Jun put fly buyer:
* +50,000 Jun 81/82/83 put flys, 3.5 adds to prior 25k screen and block buys
Limited downside put fly adds to prior position build in early November when
fund bought some 55-60k Mar/Jun/Sep put fly strips from 7.5 to 10.0. Big
position build now zeroing in on mid 2020 for potential rate hike (or OIS
adjustment) when most everyone else is positioning for "lower for longer".

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