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Midday Option Roundup

US TSY OPTIONS
More consistent put structure trade in 10s and 30s compared to the flood of upside policy pivot hedging in SOFR options:
  • +2,600 TYJ3 110/112 put spds, 9 ref 116-08
  • 4,500 TYM3 112 puts, 36 ref 116-09.5
  • over 33,000 TYG3 113 puts, 1
  • 5,000 USH3 122/124/126/128 put condors, 21 ref 131-30
  • 4,000 USH3 128/136 strangles, 136 ref 131-31
  • 12,000 TYG 113/114 2x1 put spds, 2 net ref 115-21.5
  • Block, 10,000 FVH3 109 puts, 20.5 vs. 110-02.25/0.28%
  • 1,500 TYG 116.25/117/117.75 call flys

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