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Early Eurodollar/Treasury Option Roundup

US TSYS
Mixed early morning trade, better Tsy call interest after overnight Nov 10Y Put cross. Early session underlying trade sees better buy support across the curve.
  • Eurodollar Options:
    • 5,000 Jun 94.75 puts
    • 4,000 Dec 94.87/95.12 put spds
  • Treasury Options:
    • 20,000 TYZ2 115 calls, 10 ref 110-26.5
    • 4,000 TYZ2 116 calls, 7 ref 110-29.5
    • 2,000 TYZ2 114.5/115.5 call spds, 6
    • 1,500 TYX2 109.75/110.25 put spds
    • 2,000 TYX2 108.75/110 put spds
    • 5,000 USX2 120/122 put spds
    • Block/screen, 20,000 TYX2 109.5 puts, 4

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