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Goldman bought back 500 Sep. bonds so far today vs. selling 1,338 Sep. 5yr. futures. They are unwinding positions from yesterday and the 5th of June. We are continuing to see bullish option strategies for the most part in 10yr. and 30yr. options, and to a lesser extent in 2 and 5yr. options. Outcome of today's 30yr. auction may trigger decent up move in longer end futures. To follow along, www.accutic.net and upload the alerts. See below for FOB unwinding so far today:
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