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Early Option Roundup: Large 10Y Call Spd Unwind

US TSY OPTIONS
  • Total -54,000 TYG 113.5/114.5 call spds, 30 ref 113-11.5 to -13.5
  • 10,000 wk2 TY 110/111 put spds ref 113-12
  • 11,000 FVG 107/107.5 put spds, 6.5 ref 108-15.75 to -16
  • 5,000 USG 120/124 put spds, 31 ref 127-23
  • 1,300 TYG 113.25 straddles, 1-49 vs. TYH 113/113.5 strangles, 2-26
  • 5,000 wk1 TY 112.5 puts, 8 ref 113-08.5

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