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Upside Call Structures Across the Curve

US TSY OPTIONS
  • 7,000 TYF4 109.5/111 1x2 call spds, 5 ref 109-01.5
  • 5,000 TYZ3 109.5 calls, 14 ref 108-23
  • 5,000 TUZ3 100.87/101.25/101.5/101.87 call condors ref 101-18.75
  • 2,800 USZ3 116/117/118/119 call condors, 10 ref 115-10

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