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BLOCK, Jul'23 Vol Trade

US TSY OPTIONS
  • Ratio 10Y skew package Blocked at 1134:34ET
  • 11,000 TYN3 118.5/119.5 call strip 4 w/
  • 22,000 TYN3 112 puts, 12
  • Vol sale followed on screen:
  • -16,000 TYN3 112/118.5 strangles at 15 ref 114-03.5
  • more recently, 8,500 TYQ3 111/117.5 strangles, 35 ref 114-01.5

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