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Salient Summer Trade

US EURODLR OPTIONS
  • -7,000 Mar 97 puts vs. 14,000 Mar 98/100 call spds, 1.0 net (another 5k spds on 1-:1 basis for 1.75 net)
  • -10,000 Jun 97/98 call spds, 5.5 vs. 99.805/0.40%
  • 10,000 Mar 95 puts, 1.0
  • -2,500 Green Oct/Nov 97 call spds, 2.25
  • +1,000 Mar 97/98 2x5 call spds, 5.5

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