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Overnight trade, * -15,000 TYQ......>

US TSY OPTIONS
US TSY OPTIONS: Overnight trade, 
* -15,000 TYQ 140 calls 13/64
* +12,000 TYU 137/138 put spds, 15/64
* +6,500 TYQ 140/141 call spds 2/64 over TYN 139 calls
Note, Wed's large (>50k) TYN 139/139.5 call spd sale from 5- to 3/64 was
apparently a roll-down in strikes (139c OI +47k, 139.5c OI -35k). Odd to see a
roll-down for modest uptake in premium ahead of Friday's expiration instead of a
roll to longer expiration.

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