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Salient First Half Options

US TSY OPTIONS
  • +3,000 FVX 126/126.25 put over risk reversals, 3/634 vs 126-002.25/0.66%
  • - 1,200 USX 174/175 put spds, 18/64
  • 5,000 TYX 136/137 2x1 put spds, 0.0
  • +3,600 TYX 138.5 puts, 7/64
  • 3,500 TYX/TYZ 138 put spds, 16/64
  • +1,200 TYZ/TYZ 139 put strips, 49/64
  • +1,000 TYX 138.5/140.75 strangles,
  • Sellers TYX 139.5 straddles, 46-48/64

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