As Q&A drones on here are some of the flows occuring in treasury and eurodollar futures and options.
I believe a fair point made by my esteemed colleague - would be you can get any conclusion you desire from Fed speak - that is why charts should be your guide - so I won't offer any comment at this time. Other than to be glad to be short long end for now.
Larger flows afternoon session:
| During Q&A | |||||
| Paper | S | 750 | EDM92/95 strangle | 29.5 | 9941/41.5 |
| Paper | B | 500 | EDZ13 9812 strad | 68 | ^9814 |
| Paper | B | 5,000 | EOU95/96c1X2 | 2 | 9926.5 area |
| Paper | B | 10,000 | EDQ93/95 p spread | 1.25 | 9963/63.5 |
| 10yr. Opts | |||||
| During Q&A | |||||
| New Edge | B | 2,000 | TYU128c | .13 and .14 | 12323 to 26 |
| RJO | S | 1,000 | TYU124 strad | 2.57 | ^12324 |
| Morg St | B | 1,000 | TYU120.5/122/123.5 p fly | 0.14 | 12320/20.5 |
| Paper | S | 1,000 | TYN123.5/124 c spread | 0.2 | 12331/31.5 |
| 30yr. Opts | |||||
| Heading into | |||||
| 1:15 press con | |||||
| Paper | B | 2,000 | USN124p | 0.05 | 12414/15 |
| Paper | B | 1,000 | USQ127c vs. USN125/126 strngl | .33 Q call over | 12514/15 |
| During QA | |||||
| Paper | B | 5,000 | USN124p | .04 and .05 | 124115 to 17 |
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