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*** Also seems that a block lodged...>

US TSY OPTIONS
US TSY OPTIONS: *** Also seems that a block lodged at 01:10:00 London, 20:10:00
NY slipped through the cracks:
- TYJ0 128-00 puts 10.0K blocked at 0-19, looks like a buy
- TYJ0 131-00 calls 10.0K blocked at 0-21
- TYH0 4.3K blocked at 129-21
- Not 100% clear on direction, would suggest that this is a repeat of the recent
theme in the Asia-Pac time zone, buying puts to sell calls, package trades at
-0-02 and delta hedged in futures.
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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