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Recent 5Y Put Sale Weighs On Skew

US TSY OPTIONS
  • -10,000 FVF 126 puts, 15.5/64
  • Other salient flow:
  • -20,000 TYZ 138 puts from 16-14
  • Over 16,000 wk1 TY 139.5 calls, 17/64
  • +6,000 TYZ 139.75 calls, 9/64
  • Block, -12,000 TYZ 138 puts vs. TYF 137 puts, 1/64 net db

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