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Midday Treasury Option Roundup

US TSY OPTIONS
Better call trade continues even as underlying futures in 2s-10s trade lower:
  • 5,000 TYU4 113/114.75 call spds, 49 ref 113-29
  • 5,000 TUV4 102.62/103/103.25/103.5 broken put condors ref 103-29.62
  • 5,000 TYU4 114/114.75 2x3 call spds ref 114-02.5
  • 11,000 TYU4 114.25/114.5 call spds
  • Block, 7,500 wk2 TY112.75 / TYU4 114.75 1x2 call spds

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