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US TSY FUTURES

BLOCK, 10Y Ultra-Bond

FED

NY Fed Operational Purchase

SHORT-STERLING OPTIONS

Put ladder

EGB SUMMARY

Consolidating some of the sell off

Market source reports the....>

SHORT-STERLING OPTIONS
SHORT-STERLING OPTIONS: Market source reports the following trade:
* 20k Jun8 99.375/99.50 call spread vs 99.125 puts, net paid 1 for the c/s vs L
M8 at 99.28/29