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Getting Creative With 10Y Put Skew

US TSY OPTIONS
  • 10,000 TYH 110.5/112.5 3x2 put spds vs. x2 TYH 114 calls, 26 net, put spd over ref, this after recent ratio broken put fly buy: 13,500 TYH3 110.5/111.5/113.5 2x3x1 put flys, 34 net ref 113-00.5

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