Mar20 Midcurve Eurodollars
0EH0 98.75/98.50/98.25 1x3x2 Put Fly (207 days to expiry, 12.6% Delta)
Dec Eurodollars/Midcurve Dec Eurodollars
EDZ 98.25/98.00 1×3 Put Spread (Delta 26.4%, 119.1 days to expiry) or the 0EZ 98.625/98.375 1×3 Put Spread (25.7%, 116.7 days to expiry)
If you’re expecting some consolidation here these might be worth checking, both stressed and cheap.
The Dec Eurodollar ATM 50 wide Fly
EDZ 98.50/98.25/98.00 Fly (ATM) (3.8 Delta, 119 days to expiry). Historic Performance 5-years 14 ticks (lower chart).
A trade if you’re keen to sell Vol, without too much risk.
Trades booked for tracking
