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Eurodollar/Tsy Option Roundup

US TSYS
Highlight overnight trade
  • Eurodollar Options:
    • 10,000 Sep 97.75/98.00/98.12 broken call flys
    • 6,300 Sep 94.00 puts
    • 3,500 Sep 97.00 puts, 4.5
    • 3,500 Dec 96.00 puts
    • 2,500 short Jun 96.61/96.43 3x2 put spds
    • 4,500 Dec 97.62/98.00 put spds
    • 5,000 Jul 96.00/96.12 put spds
  • Treasury Options:
    • 1,500 TYN 119.5/120.5/121.5 call flys
    • 3,000 TYN 116.5/117 put spds, 8

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