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October TY Call Spread Buying Continues

OPTIONS

Thursday's US rates / bond options flow included:

Eurodollar

  • 2EZ 87/85 put spread selling 3.5s in 5k all day (ref 98.5)
  • 2EV 90/88 1x2 put spread paying 0.75 on legs

Treasury

  • FVX1 123.00/124.00 strangle sold down from 23 to 22.5 in 4k
  • TYV1 134 call pays 10 on 10k (ref 133-075) (blocked)
  • TYV1 131.5 put covered 133-115 9% pays 3 on 2.5k
  • TYV 132 put cov 09 d.15 pays 6 on 3k
  • TYV1 133.50/134.00 call spread bought for 11 in 10k. Desk notes that's 100k this week, and targets the 1.25% yield area

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