Midcurve jun20 eurodollar 98.75 straddle with 305 days to expiry
Looks like someone is doing their homework, another long dated straddle trade that look decent on paper (our 10-Year performance chart) .This has delivered an average of .32 cents after premiums over the last 10 years, with only a small area of losses in 2015 and late 2017.
Price chart shows the structure to be pretty mid range on a 5 year basis.
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