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SOFR/Eurodollar/Tsy Option Roundup

US TSYS
  • SOFR Options:
    • 4,500 short Jun 96.37/96.50 put spds
  • Eurodollar Options:
    • 5,000 Sep 97.12 puts, 8.0
    • 5,000 short Sep 96.12/96.37 put spds
    • 2,500 Dec 97.00/97.25/97.31 1x2x2 call trees
  • Treasury Options:
    • Block, 10,000 TYN 117.75 puts, 38 ref 118-02
    • 18,000 wk2 TY 118.25/118.75 call spds, 6 ref 117-28.5 to -30

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