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Eurodollar/Treasury Option Roundup

US TSYS
  • Eurodollar Options:
    • 4,000 Oct 95.75/96.00 put spds
    • 1,200 Oct 95.50/95.75/96.00 put trees
    • 1,300 short Dec 97.75/98.25 call spds
  • Treasury Options: (Sep options expire Friday)
    • +10,000 TYU 117.25/117.5/118 broken put flys, 8 ref 118-04 to -05
    • 2,200 USV 130/134 put spds, 29
    • +5,000 TYU 117.5 puts, 14-15
    • 2,000 TYU 118 straddles, 58
    • 3,000 TYU 117/117.5 put spds, 4
    • 2,000 TYU 115.5 puts, 1

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