Mixed on net, option desks reporting slightly better 5- and 10Y call trade after midday
- 3,000 FVK4 106.75/107.5/108 broken call flys, ref 106-15.5
- 3,000 TYK4 108.5/111.5 strangles, 24 ref 109-29.5
- 1,700 TYM4 116/116.5/117/117.5 call condors ref 109-30
- Earlier trade includes:
- 4,000 USK4 117/118 put spds, 25 ref 118-21
- 1,000 USK4 111/115/117 broken put fly, 14 ref 119-15
- 10,600 TYK4 109 puts, 9
- 6,200 TYK4 110 puts, 22 last
- 1,000 FVK4 105.75 puts, 5.5