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Eurodlr/Tsy/SOFR Option Roundup

US TSYS
  • SOFR Options:
    • +7,500 SFRU2 97.37/97.43/97.56/97.62 put condors, 1.75 ref: 97.66 (adds to +16k Mon at 1.75-2.0)
  • Eurodollar Options:
    • +3,000 Dec 97.00/97.25/97.50/97.75 call condors, 4.5 ref 96.88
  • Treasury Options:
    • +5,000 TYN 117/121 call over risk reversals, 13 vs. 119-17/0.40%
    • +4,000 TYN 120.25 calls, 38 vs. 119-10.5/0.34%
    • +2,000 TYN 120/121.5 call spds, 28 ref: 119-14
    • -2,000 USU 131/133 call spds, 22 ref 144-01

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