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US TSY OPTIONS

Underlying futures near midmorning lows

  • -4,150 USZ3 116/120/124 call flys, 10
  • over 4,000 FVZ3 103.5/104.25/104.75 broken put trees
  • 1,500 FVZ3 105/106/106.75/107.75 call condors
  • 3,000 TYH4 104.5 puts, 42 ref 107-13

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