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Eurodollar/Tsy Option Roundup

US TSYS
  • Eurodollar Options:
    • 7,000 short Jun 96.50 puts
    • 5,250 Dec 96.37 puts, 11.5
    • 1,500 short Jun 96.75/97.00 call spds
    • Overnight trade
    • +3,500 Aug 97.12/97.50 put spds 3.5 over 97.68 calls
    • Block, +6,000 Jul 97.12/97.43 2x1 put spds, 6.0
    • 4,000 short Jun 96.56/96.68 put spds vs. 96.87 calls
  • Treasury Options:
    • 2,500 TYN 115.5 putsm, 4.0
    • +5,000 TYN 121 calls, 16
    • +7,000 wk1 TY 120 calls, 8-9
    • -5,000 TYN 119.5/120.25/121 call trees, 2 vs. 119-21.5
    • Overnight trade
    • +5,500 wk1 TY 118.5/118.75 put spds 3.0 ref 119-15

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