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Eurodollar/Tsy Option Roundup

US TSYS
FI option trade volumes were rather modest Wednesday, some accounts plying the sidelined in the leadup to the FOMC minutes release. Risk-on gained traction after some initial two-way trade -- Tsys holding narrow range with 2s and 10s outperforming while stocks posted new session highs -- relieved after the minutes showed no discussion of larger rate hikes.
  • Eurodollar option trade mixed in June and short June quarterlies: early buying of some 12,500 June 98.31 calls at 1.0 and 16,500 June 98.18/98.25 put spds, while midcurves included a buy of 8,700 short Jun 96.50 puts at 2.5 and over 7,000 short Jun 97.00/97.12 call spds, 3.0 ref 96.86.
  • Treasury Options saw better buying in 5- and 10Y puts: 10,000 FVQ 107 puts at 1 and 10,000 TYN 115 puts at 2.
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