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Long-End Tsy Put Seller Stands Out


Friday's Eurodollars/Treasury options flow included:

  • EDV1 99.8125/99.875 call spread 1x2 (+1 leg) bought for 1.75 on 10k (ref 99.82)
  • 2EU1 99.06/98.81ps 3x2, sold at 10.5 in 5k
  • 2EZ1 99.12/98.75ps 1x2 vs 2EZ1 99.50c, sold the ps at 7 in 5k
  • 3EU1 98.75/98.62/98.37 with 3EZ1 98.50/98.25/98.00p ladder strip, sold at 9 in 2k
  • TYX1 131.5/134.5 strangle 49's sold 10k settled 54
  • USU1 161p, bought for '14 in 5k

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