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Rolling Puts Out and Down

US TSY OPTIONS
  • +5,000 TYZ 109/TYH 107 put spds, 24 net, March over
  • Earlier trade roundup, better puts on net:
    • 12,000 FVZ 105.5/106 put spds
    • 5,000 TYZ 108/109 put spds, 21
    • 2,000 TYH3 112/116/120 call flys
    • 8,000 TYZ2 108.5 puts, 35 ref 109-24
    • 3,000 TUZ2 101.37 puts, 8

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