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Further TYJ1 Risk Reversal Trade In Asia

US TSY OPTIONS

Latest block trade logged at 03:21:40 London, 22:21:40 NY:

  • TYJ1 138.00 calls 10.0K blocked at 0-09
  • TYJ1 133.50 puts 10.0K blocked at 0-09
  • Buying the puts to sell the calls in the 4th round of 10K Asia-Pac TYJ1 risk reversal block trade in that direction over the last week or so. Delta 27%.
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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