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Early Trade Roundup

US TSY OPTIONS

Mixed trade, early put buying ahead underlying rally with 30YY dipping below 3.0% briefly: 2.9926% low, 3.0071% last.

  • 1,500 TYQ 119.5/121.25 strangles, 1-10
  • 2,500 TYQ 120.5/121.5 call spds, 35
  • 2,000 TYQ 119 puts, 32 ref 120-10 -10.5
  • 2,000 TYQ 120 straddles
  • +10,000 TYQ 115/116 put spds, 2
  • -2,500 wk2 FV 113 puts, 10
  • -1,250 TYQ 120.5/121.5 call spds, 23

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