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Salient Eurodlr/Tsy Option Trades

OPTIONS
  • Eurodollar Options:
  • +2,500 Dec 95/96 put spds, 2.5
  • +2,000 short Dec 98/100/100.12 call flys, 1.0
  • Tsy Options:
  • 2,600 FVX 125.5/126 strangles, 25.5
  • 1,000 FVZ 126/126.5/127.5 call flys
  • 1,000 TYV 139.25/TYZ 141.5 1x2 call calendar spds
  • +5,000 USV 172 puts, 36/64
  • -3,000 USV 180 calls, 29-31/64
  • 13,500 (10k Blocked) TYV 138/TYX 137.5 put spd, 3-4

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