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*** Correct: Corrects volumes on.....>

US TSY OPTIONS
US TSY OPTIONS: *** Correct: Corrects volumes on individual legs.
- Latest block trade registered at 03:54:00 London, 22:54:00 NY:
- TYG0 127.50 puts 10.0K blocked at 0-22, look like a buy
- TYG0 126.50 puts 10.0K blocked at 0-07, looks like a sell
- TYG0 129.50 calls 10.0K blocked at 0-09, looks like a sell
- So it looks like 10.0K of the TYG0 127.50/126.50 put spread was bought on
block at 0-15 vs. 10.0K of the TYG0 129.50 calls blocked at 0-09, with the
package trading at 0-06.
- N.B. 12.5K of this package traded on block at 0-04 earlier in the Asia-Pac
session.
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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