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Dec'23 10Y Put Update

US TSY OPTIONS
  • Total over 68,400 TYZ3 105 puts, 33-35 ref 106-02 (partly tied to +15,000 TYZ3 104.75/105/106 put trees, 2 cr ref 106-08.5, and appr 20,000 TYZ3 105/106 put spds)
  • 5,300 FVZ3 104/104.25 put spds ref 104-13.5
  • over 9,400 FVZ3 106 calls, 10 last

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