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US TSY OPTIONS: *** Further colour on the previous block, per source:
- Latest block lodged at 05:28:22 London, 00:28:22 NY:
- 20K TYU9 128.50 calls blocked at 0-50
- 20K TYU9 129.50 calls blocked at 0-28
- 20K TYU9 130.00 calls blocked at 0-22
- Broken call ladder bought for 0-00 in 20.0K on a block, -9% delta