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Post-Data Trade: 5Y Calls Fade Post-Data Sell-Off

US TSY OPTIONS

Better call buying in 5Y options fading the post-data sale and rise in projected rate hike chances before year end. Underlying futures are climbing off session lows - back near initial react: TYZ3 106-17.5, FVZ 104-21.

  • +8,000 FVZ3 108/109 call spds, 3
  • 7,000 FVX3 106/107 call spds
  • 5,500 FVX3 104 puts, 22 ref 104-15.25
  • 7,000 FVX3 104.25/104.5 put spds ref 104-14.5
  • 4,000 TYX3 108.25/108.75 call spds ref 106-18.5
  • 3,450 TUZ3 102 calls, 7 ref 101-06.25

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