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Eurodollar/Tsy Option Roundup

US TSYS

Limited FI option trade noted on Thursday's shortened pre-holiday session. Salient trade rotated around put unwinds as underlying futures extended lows before the closing bell.

  • Eurodollar traders noted a sale of 8,000 short Jun 96.18/96.62 put spds, 10 vs. 96.81/0.25% after buying noted in July Jul 97.37/97.50/97.75 put trees overnight.
  • Highlight Treasury option trade was a sale of 15,000 FVM 111.75/112/112.75/113 put condors on screen at 2.5 after paper sold 17,000 TYM 119.5 puts at 59 ref 120-02.5 -02.

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