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More NFP downside play

US TSY OPTIONS

Some real decent size in weekly option, with desk playing for strong NFP.

Desk this morning roll their downside and extend by 1 week.

  • W1 TY 131.50p vs W2 TY131p, bought the week 2 for flat in 20k
RECALL comment from yesterday:
  • 1MK1 131.5/131.00ps, bought for 2 in 2k and also for 4 in 5k (was reference 132.055
  • Volumes in the 131.50 put strike stands at 15.4k, and 12.3k in the 131 puts

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