* -9,000 TYJ5 110 puts, 10 * +5,000 TYJ5 112 calls, 19 ref 111-01 to -06 (total volume over 40.8k)...
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Call volume picked up heading into midday, implied vol softer on moderate straddle & strangle selling. Projected rate cuts through mid-2025 gain slightly vs. this morning's levels (*) as follows: Mar'25 at -4.2bp (-4.1bp), May'25 at -11.9bp (-11.2bp), Jun'25 at -22.7bp (-22.1bp), Jul'25 at -29.1bp (-28.6bp).