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Overnight Treasury Option Roundup

US TSY OPTIONS
Much better 10Y put volumes overnight as 30YY taps 3.9662% high, brief 5- and 10Y call trade as underlying bounces on recent ECB Villeroy comments.
  • 5,000 FVJ3 108 calls, 31.5 ref 107-17.75
  • 5,000 TYH3 111.75/112.5 call spds 13 ref 111-15.5
  • Over 4,200 TYH3 113 calls, 2
  • 5,000 TYH3 110.5/111 put spds, 11 ref 111-13.5
  • over 7,000 TYH3 110.5 puts 8-10 ref 111-11.5 to -11
  • 1,000 TYH3 109.5/110/110.5/111 put condors ref 111-17
  • 5,100 wk2 TY 109 puts, 6 ref 112-01.5
  • 2,700 TYH3 puts, 4 ref 111-17
  • over 6,000 TYJ3 110 puts 20-25 ref 112-03.5 to 111-24.5
  • 2,000 TYH3 111 puts, 13 ref 111-21

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