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FV Options Blocked Again

US TSY OPTIONS

Latest block trades lodged at 02:08:38 London/21:08:38 NY:

  • FVU2 111.75 puts 7.5K lots blocked at 0-53. Delta -44%.
  • FVU2 111.50 puts 5.0K lots blocked at 0-46+. Delta -40%.
  • FVU2 112.75 calls 10.0K lots blocked at 0-44+. Delta +40%
  • Hard to be sue of direction given that all look seller initiated based on quotes at the time. Comes after an identical trade (in size terms) was lodged ~15 minutes before.
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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