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10Y Risk Reversal

US TSY OPTIONS
10Y risk reversal contributing to bounce in underlying into the open:
  • 10,000 TYZ 111.5/113 call over risk reversal, 1 net ref 112-08
  • -2,000 TYF 110/115 strangles, 38
  • Blocks overnight: total 15,000 FVF3 106/107.5 put spds, 25-26 ref 107-29.25 to -27.25

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