Free Trial

Early Option Roundup

US TSY OPTIONS
Decent 10Y vol sale last few minutes after better put, put spd buying overnight:
  • -5,000 TYZ2 114 straddles, 308 ref 114-01.5
  • 6,500 TYX 116 calls, 25 ref 114-01, total volume 13,700
  • 3,000 TYV 118/118.5 put spds
  • 8,000 TYV 112/113 put spds, 7
  • +20,000 TYZ 119.5/121.5 1x2 call spds, 1vs. 113-31.5 to 114-02/0.10%
  • +10,000 TYX 112.5 puts, 35, total volume over 19,000 from 32-36
  • 3,300 TYX 110.5/112.5 1x2 put spds
  • Block, 7,500 FVX 108.25/108.75 put spds, 12
  • 5,700 FVX 110 calls, 20
  • 22,000 TYX 118 calls, 9

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.