US TSY OPTIONS: Scale Buyer Jan'27 5Y Calls

Oct-30 15:04

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* over +52,000 FVF7 107 calls, 9.5-11 ref 104-25.5 to -19.5...

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US: "US TREASURY SAYS WILL BUY UP TO $6 BLN OF 10-20 YEAR DEBT IN [...]

Sep-30 15:01

"US TREASURY SAYS WILL BUY UP TO $6 BLN OF 10-20 YEAR DEBT IN OCTOBER 1 LIQUIDITY BUYBACK" - Reuters

US TSY FUTURES: BLOCK: Dec'26 10Y Ultra-Bond Buy

Sep-30 14:55
  • +5,533 UXYZ6 105-08.5, buy through 105-08 post time offer at 1047:53ET, DV01 $443,000.
  • The 10Y ultra contract trades 105-08 last (-1.5)

SOFR OPTIONS: BLOCK: Dec'26 SOFR Calls

Sep-30 14:52
  • Total 19,000 SFRZ6 96.31 calls, 0.75 at 1046:27-:32ET