jan20 eurodollar 98.50 straddle vs midcurve jan20 eurodollar 98.75 straddle – 142 days to expiry
This is a trade we saw going through yesterday, selling the Front Jan(F) 85 Straddle (closed 36.9) against the Jan(F) Midcurve 87 straddle (closed 41.9).
How have these 2 trades paid out over time? The Short F 87 has delivered .75 versus .175 on the Front F 85 Straddle over 10 years.
Trade booked for monitoring
