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US SUMMARY

OPTIONS

Wednesday's Tsy/Eurodollar options flow included:

  • TYG1 137.50/136.50ps 2x3, bought for 19 in 2kx3k
  • TYH1 132p, bought for '03 in 5k
  • 2EH1 99.37/99.00ps, bought for 0.5 in 3.5k
  • EDU2 99.12p, bought for 1.5 in 1.4k
  • EDZ1 99.62/75/87c fly, traded 6 in 2k
  • EDM1 99..12/99.87cs 1x2, traded 1.25 in 1k
  • EDH1 99.87c, bough for 0.75 in 5k
  • 3EM1 99.25/99.12/99.87 broken put tree, bought for 0.25 in 5k

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