Current high @ 118’09 holding for now, as market digesting 5yr. note auction as of this writing. The rally in the short end facilitated some buying in put options. Sort of the same story in the 10yr. options.
^11806
House
B/S
Qty
Commodity
Price
Futures
197
B
5,000
EDM0 92/93/95/96pcondor
1.5
N/A
0
B
10,000
EDM)93/95/96pfly
1
N/A
323
B
4,000
EDH09925p
0.5
N/A
TY
560
B
2,500
M110/113p1X2
.11 and .12
118'04 to 08.5
350
B
500
M110/113p1X2
0.11
118'06/06.5
323
B
2,000
M113/H115pcalendar M over
.32 and .33
11806/06.5
92
B
1,000
H117.5/118.5 combos call over
0.09
11806.5/07
0
B
2,000
H116p
0.08
^11804 and 03.5
685
B
1,000
J116p
0.59
11803.4/04
0
S
2,000
M116.5/119cs
1.29
^M117'18
685
S
1,000
H118straddles
1.26 and 1.25
11804/05
714
B
1,000
H116.5/117.5psprds
0.16
11805/05.5
287
S
3,000
H114.5/116.5psprds
0.06
11806/07
0
B
1,000
H119c
0.06
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