The basics of Weekly Treasury options

Exhibit 1: Weekly options products and vendor codes

Exhibit 2: Key Weekly options differences

Monday Weeklies

Wednesday Weeklies

Friday Weeklies

Exhibit 3: Long-term Weekly option volume growth

Exhibit 4: Wednesday Weekly Treasury options ADV – 2023 YTD vs. 2023 YTD FOMC days

Exhibit 5: Wednesday Weekly Treasury options ADV – 2023 YTD vs. 2023 YTD nonfarm payroll days

Where are we now

Use cases

Married Put

Exhibit 6: Married put example

Long straddle

Exhibit 7: Long Straddle Example

Long straddle