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5Y Ratio Call Spd

US TSY OPTIONS
  • -8,000 FVH 119.5/120 1x2 call spds, 1 vsd. 119-08.5/0.07%
  • Recent 10Y trade:
  • 5,000 TYG 128.5/TYH 127 put calendar spd, rolling out and down ahead Fri's Feb expiration
  • 5,000 TYH 125.5/126/127 broken put flys
  • +3,500 TYJ 127.5 straddles 213-214 earlier

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