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Early Option Roundup

US TSYS
  • SOFR Options:
    • Block, total +10,000 short Jul 96.00/96.50 put spds 2.0 w/
    • Block, total +15,000 short Jul 96.12/96.62 put spds 3.0
  • Eurodollar Options:
    • +6,000 Dec 96.50/96.75/97.00/97.25 call condors, 4.0
    • +6,000 Dec 97.00 deep in the money 97.00 puts at 87.5 vs. 96.28/0.80%
    • +1,000 Red Jun'24 95.00/99.25 put over risk reversals, 15.5 vs. 97.125/0.30%
    • -2,500 Aug 96.62/97.00 strangles, 16.5-17.0
  • Treasury Options:
    • Block, -16,400 TYQ 118/120 call spds 29 over TYU 120.5/122.5 call spds
    • Block, +5,000 FVU 112.25 puts, 100 vs. 104-31.5/0.50%
    • Block, +5,000 FVU 112 puts, 58 vs. 104-31.5/0.50%

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