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FV Puts Blocked

US TSY OPTIONS

Latest block trades registered at 05:00:10 London/00:00:10 NY:

  • FVJ2 118.00 Puts 10.0K lots blocked at 0-45+, delta -65%, looks like a seller.
  • FVK2 117.00 Puts 10.0K lots blocked at 0-30+, delta -38%, looks like a buyer.
  • Looks like some rolling down and out from the FVJ2 118.00 puts into a long position in the FVK2 117.00 puts.
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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