Latest Options Depth Matrix and Customer Net Flow @17:30 CEST (11:30 AM NY)

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Sept 24 Late NY PM EOD : Base case into the final bell: 7735–7745

Sept 25 Early NY PM : MM’s New Working Box--7730–7755

Sept 25 Early NY Open : MM’s New Working Box--7715–7730

Positive SPX–10Yr Yield correlation has prevailed near 4%–5% . . . . . . but relationship has typically been negative at 10Yr Yields well above 5%