Oct Eurodollar structure worth checkingby George Austin31st July 201920th August 2019 This looked an interesting trade this afternoon, the EDV (Oct) 78/80 Strangle vs 82 Call, Z-Scores at 2.79 with 72 days to expiry. Payout looks reasonable as well, positive between 97.751/98.124. Added for P/L tracking previousUS 30-year (USU) Vol vs US 5-year (FVU) Vol still looks interestingnextPost FOMC call skew still holding up – EDZ