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Mixed Call Structures And Vol Trades

OPTIONS
Wednesday's US rates / bond options flow included:
  • EDZ2 96.00/96.25/96.50c fly sold at 3.5 and 3.25 in 20k
  • SFRZ2 96.87c, sold at 3.5 in 1k
  • SFRZ3 96.50^, sold at 124/123.5 in 1.5k
  • TYX2 118 call, bought for 29 in 10k

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