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Early Option Roundup

US TSY OPTIONS
Better 10Y put trade carry-over from last Friday
  • 5,000 TYF 113.5 puts, 8 ref 114-07 total volume >12k from 7-8
  • 4,600 wk1 TY 113.25/114.25 2x1 put spds
  • 3,000 TYG 113/114 put spds, 25 ref 114-06
  • 4,700 wk5 TY 113/113.75 put spds, 5 ref 114-06.5
  • 2,000 TYF3 112.5/113 put spds, 2 ref 114-07.5

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