Expiry (Yrs)	Tenor (Yrs)	Moneyness (bps)	Trade Size (US$ mm)	Option Type	Normal Vol Implied (bps)	Vega (US$)	Gamma (US$)	Deep Dive
0	10	30	a-28bps	95 - 145	RECEIVER	90.55	258,214	286	PV-Data
1	10	30	a-28bps	95 - 145	RECEIVER	90.55	258,214	286	PV-Data
2	10	30	a-28bps	95 - 145	PAYER	67.97	257,236	379	PV-Data
3	10	30	a+147bps	95 - 145	PAYER	76.51	215,851	283	PV-Data
4	10	30	a+147bps	95 - 145	PAYER	76.51	215,851	283	PV-Data
5	10	30	a-203bps	95 - 145	RECEIVER	90.72	201,761	223	PV-Data
6	10	30	a-203bps	95 - 145	RECEIVER	90.72	201,761	223	PV-Data
7	5	30	a-20bps	95 - 145	PAYER	50.09	173,680	710	PV-Data

Top trades by Gamma:

	Expiry	Tenor (Yrs)	Moneyness (bps)	Trade Size (US$ mm)	Option Type	Normal Vol Implied (bps)	Vega (US$)	Gamma (US$)	Deep Dive
0	3m	30	a-18bps	95 - 145	PAYER	76.67	35,051	1,815	PV-Data
1	1m	1	a+13bps	880 - 1,320	PAYER	111.09	11,448	1,176	PV-Data
2	2m	30	a-19bps	95 - 145	RECEIVER	190.1	28,032	1,056	PV-Data
3	3m	10	a+20bps	135 - 205	PAYER	93.43	24,304	1,033	PV-Data
4	6m	10	a+10bps	110 - 170	PAYER	60.42	31,185	1,019	PV-Data
5	None	30	a-27bps	95 - 145	PAYER	81.05	69,830	951	PV-Data
6	None	30	a-27bps	95 - 145	PAYER	81.05	69,830	951	PV-Data
7	1y	30	a-26bps	95 - 145	PAYER	80.43	73,001	901	PV-Data

PVAI Flagged trades:

	Expiry	Tenor (Yrs)	Moneyness (bps)	Trade Size (US$ mm)	Option Type	Normal Vol Implied (bps)	Vega (US$)	Gamma (US$)	Deep Dive
0	2m	30	a-19bps	95 - 145	PAYER	42.92	14,727	2,457	PV-Data
1	2m	30	a-19bps	80 - 115	PAYER	42.92	11,904	1,986	PV-Data
2	2m	30	a-19bps	50 - 80	PAYER	42.92	7,977	1,331	PV-Data
3	2m	30	a-19bps	45 - 65	PAYER	42.92	6,750	1,126	PV-Data
4	1y	5	a-11bps	190 - 290	PAYER	39.6	39,107	985	PV-Data

Regards,