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US TSY OPTIONS: More 10Y Call Buying

US TSY OPTIONS

Call buying continues as underlying continues to extend post-data rally (TYH5 108-06.5 +27). First projected rate cut back to July now with June nearly there.

  • 13,000 TYH5 109 calls, 32 ref 108-05, total volume over 23,000
  • over 9,700 TYH5 110 calls, 16 last ref 108-04.5
  • 11,000 TYG5 106/107 put spds 4 ref 108-03.5
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Call buying continues as underlying continues to extend post-data rally (TYH5 108-06.5 +27). First projected rate cut back to July now with June nearly there.

  • 13,000 TYH5 109 calls, 32 ref 108-05, total volume over 23,000
  • over 9,700 TYH5 110 calls, 16 last ref 108-04.5
  • 11,000 TYG5 106/107 put spds 4 ref 108-03.5