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Tuesday Summary

OPTIONS

Tuesday's US rates/bond options flow included:

  • SFRJ4 94.87/95.00/95.25c ladder, bought for 2 in 3k
  • SFRJ4 94.87/95.00cs 1x2, bought for 1 in 5k.
  • SFRJ4 94.87/94.93/95.00c ladder, bought for flat in 3k
  • SFRU4 95.06/95.18/95.50/95.62c condor traded 3.25 in 3.5k, for 3.5 in 2.5k and in 7.5k on screen
  • SFRM4 94.81/94.68/94.56p fly, traded 4.25 in 2.75k (on Block)
  • SFRU4 95.00/94.62ps 1x3, bought for 3.25 in 10k total (on block)
  • SFRU4 95.12^ sold at 44.5 and 43.5 in 2k (on screen)
  • 0QJ4 96.25/96.37cs bought for 1.5 in 20k total
  • 0QM4 96.12/97.12cs with SFRU4 97.00c vs SFRM5 97.12c, bought the strip for halfin 5k

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