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*** Latest trade adding to huge......>

US TSY OPTIONS
US TSY OPTIONS: *** Latest trade adding to huge call spd buy on screen
* over +140,000 TYU 120/122 call spds from 33- to 35/64. Last Friday, global
macro acct -100,000 TYU 121/122 call spds, 15/64 -- as a result, open interest
in TYU 121 calls increased appr 89k, TYQ 122 call OI decreased 76k. Back on June
11, paper bought appr 100k TYU 120/122 call spds at 29- to 30/64. Fri's sale
tightens up the call spd, global macro fund now basically long the TYU 120/121
call spd. Acct now long the 120/121/122 2x1x1 call tree.

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