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Latest 10Y Put Trade, Scale Buying

US TSY OPTIONS
Continued interest in buying downside insurance as underlying futures extend session lows (10YY taps 3.6085 high, 30YY 3.6416 high).
  • 5,000 TYF 113.5 puts, 41 ref 114-00.5 to -01
  • 3,000 TYH 108/110 put spds
  • 3,000 TYG 109.5/111 put spds
  • 4,000 TYF 114 puts, 25 ref 114-08.5
  • 2,500 TYF 113/114/114.75 put flys
  • Update, over 20,500 TYF 112.5 puts, 17-18 ref 114-09 to -08.5
  • Update, total 3,000 TYF 113/114.5 3x2 put spds vs. TYF 114.5/116 2x3 call spds

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