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FV Puts Rolling Down & Out Via Blocks

US TSY OPTIONS

Latest block trades lodged at 04:01:11 London/23:01:11 NY:

  • FVK2 113.25 puts 10.0K lots blocked at 0-43, looks like a seller. Delta -61%.
  • FVM2 112.50 puts 15.0K lots blocked at 0-45+, looks like a buyer. Delta -42%.
  • Looks like an existing FVK2 113.25 put position was rolled down and out into the FVM2 112.50 puts, with an upsizing of the existing 10K position.
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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