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A block trade lodged a little........>

US TSY OPTIONS
US TSY OPTIONS: A block trade lodged a little while back.
- TYM0 180.00 puts 2.0K blocked at 0-27
- TYM0 175.00 puts 2.0K blocked at 0-04
- TYN0 174.00 puts 2.0K blocked at 0-37
- TYN0 178.00 puts 2.0K blocked at 1-39
- TYN0 186.00 calls 2.0K blocked at 0-52
- Some suggest that this looks like a roll out of an existing long position in
the TYM0 180.00/175.00 put spread, which was sold for 0-23 ticks, and into the
TYN0 structure, which saw the TYN0 178.00/174.00 put spread bought against the
TYN0 186.00 call with that leg of the package bought at 0-14.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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