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Early Overnight Blocks Drove Volume

US TSY OPTIONS

Overnight trade (reminder Nov options expire Friday)

  • Block 10,000 TYZ 138.5 puts 2/64 over TYF 137.5 puts
  • Block -20,000 TYZ 137.5/138.5 2x1 put spds, 1 net, 2 legs over
  • Block 20,000 TYF 137/138 put spds, 23/64
  • 8,000 TYX 138 puts, 2/64
  • 6,500 TYZ 140 calls, 7/64

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