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US TSY OPTIONS: Post-CPI Option Update

US TSY OPTIONS
  • -7,500 FNH5 105.5 puts, 5.5
  • -3,000 TYK5 108 straddles, 214 (appr vol 5.81%)
  • +14,400 TYJ5 106.5 puts, 15
  • 2,000 TYJ5 108 straddles
  • 3,800 FVK5 109 calls vs. 105.75/106.5 put spds
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  • -7,500 FNH5 105.5 puts, 5.5
  • -3,000 TYK5 108 straddles, 214 (appr vol 5.81%)
  • +14,400 TYJ5 106.5 puts, 15
  • 2,000 TYJ5 108 straddles
  • 3,800 FVK5 109 calls vs. 105.75/106.5 put spds