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Midday Trade Roundup

US TSY OPTIONS
Trade varied but volumes relatively muted given the shifts in policy pricing since Thursday, not to mention support for underlying futures evaporating around the London close.
  • 2,500 FVJ 117.5/118.25 1x2 call spds, 6
  • 2,000 TYH 125/125.5 put spds, 10
  • 4,500 TYJ 123/125 put spds, 34
  • 1,500 TYH 125.5 puts, 15 total volume near 20k
  • 2,500 TYH 126.5
  • 5,000 FVM 118.75 calls, 23.5
  • 2,.000 TYH 128/128.25 straddle spd
  • +4,000 TYK 128 calls, 25
  • 4,000 TYJ 126 straddles, 159
  • Overnight trade
  • 5,000 TYH 126 puts, 25
  • 3,000 TYH 124.75/125/125.25/125.5 put condors, 1
  • 2,500 TYJ 123/125 3x2 put spds
  • 5,850 FVJ 118 calls, 20
  • 3,000 FVJ 118.5/119.5 1x2 call spds
  • +5,000 TYH 126 puts, 26 vs. 125-31.5/0.50%
  • +10,000 wk1 TY 125/126 2x1 put spds, 1

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