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Overnight Trade Roundup, 10Y Downside Insurance Buying

US TSY OPTIONS
  • -8,500 TYM 117/121 call over risk reversals, 31
  • +6,000 TYM 118.5 puts, 29 ref 120-01
  • +6,000 TYM 118.5/120 put spds 0.0 over TYM 121.5 calls ref 120-07.5
  • +3,000 TYM 116.5/118 put spds, 12 ref 120-00
  • 2,000 TYN 112/115/118 put flys

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