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Overnight Trade Recap

US TSY OPTIONS

Decent 5Y calls earlier, March 2Y puts more recently

  • 10,500 FVF 121 calls, 32-35.5
  • 11,100 FVF 121.25 calls, mostly 23.5
  • 2,900 TYH 131 puts, 116
  • 2,500 TUH 109 puts, 17

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