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Heavy Overnight Put Volume As Yields Rise

US TSY OPTIONS
  • Block, 10,000 135.5/136/136.5 5x3x6 put ladder, 53 net on 140,000 option package
  • Block, 20,000 TYH 136/136.5 put spds, 14
  • 28,000 TYG 136 puts, mostly 16
  • 10,000 TYG 135.75/136.75 put spds
  • 8,000 TYH 135.5 puts, 28
  • 5,000 TYH 137 puts, 103-109
  • 5,000 TYH 136.5 puts, 49-51

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