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5Y Put Spd, 10Y Call Ratio Spds

US TSY OPTIONS
  • 9,200 FVM 122/123 put spds, total volume>11K

Additional midday trade, several call ratio trades:

  • +1,500 TYK 132.5/133.5 3x4 call spds, 36
  • TYK 132.5/133.5 2x3 vs. TYK 134/134.5 1x2 call spds
  • over 5,800 TYK 132.5/133 2x3 call spds vs. 134/134.5 call spds, 1 net pakage
  • 2,.000 TYK 130.5/133.5 strangles, 32
  • 2,200 TYM 129 puts, 27

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