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Large Late Session 5Y, 10Y Call Spreads

US TSY OPTIONS
  • Block: 54,441 wk2 10Y 114.5 calls, 8 vs. 36,961 wk2 112.75 calls, 36 vs.
  • 7,951 TYU3 112-09
  • Screen trade:
  • 34,670 wk2 10Y 112.75/114.5 call spds ref 112-09.5
  • 9,000 FVU3 107.75/109 call spds ref 107-10

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