jan20 eurodollar 98.50 straddle vs midcurve jan20 eurodollar 98.75 straddle – 138 days to expiry
This is a trade we saw going through early last week, and now looks at levels that make at look very interesting. The straddles closed similar prices .401 & .406 respectively.
Trade Performance to expiry also supports a larger spread on this structure.
