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Summary Overnight Trade

US TSY OPTIONS

Focus on 5- and 10Y mostly downside puts, vol buyer weekly midcurve 5s

  • 7,500 TYU 132 puts, 9
  • 12,000 TYU 133 puts, 17-21, 20 last
  • 14,300 TYU 135.5 calls, 20-22
  • +5,000 wk5 TY 133 puts, 2 vs. 134-12/0.6%
  • +8,000 FVU 123 puts, 4
  • +3,500 wk1 FV 124.25/124.5 strangles, 23

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