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Early Trade Roundup, Put Buys, Call Unwinds, SOFR Straddles

US EURODLR OPTIONS
Active early trade, bearish option hedging as underlying rates react to StL Fed Bullard reiterating hardline stance on rising inflation and cooling geopol headlines re: Russia/Ukraine.
  • +10,000 Jun 98.62/99.12 2x1 put spds from 5.5-7.0
  • -10,000 Green Mar 98.00/98.12/98.18.7/98.37 broken call condors, 1.0
  • 7,500 Green Jun 97.50/97.75 put spds
  • 2,000 Green Apr 97.25/97.37/97.50/97.62 put condors
  • More SOFR Straddles
  • 10,000 SFRM3 98.00 straddles, 100.0 after 10k Blocked at 98.0 earlier (30k blocked Fr from 96-97)
  • Overnight trade
  • +5,000 Sep 98.25/98.50/98.75 put flys on 6x11x5 ratio, 3.0 net, ref 98.35
  • -7,000 Blue Jun 97.25/97.75 put spds, 13.5 vs. 97.88/0.25%
  • -5,000 May 98.62 calls vs. 10,000 Jun 99.12 calls, 11.0 net
  • +3,000 Dec 97.75 puts, 33.0 vs. 98.02/0.40%

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