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FV Risk Reversal Trades In Asia Hours

US TSY OPTIONS

The highlight of Tsy options dealing during Asia-Pac hours came via the following trades.

  • FVG4 109.50 calls 5K given at 0-15
  • FVG4 108.00 puts paper paid 0-25 on 5K
  • Market contacts pointed to this representing a risk reversal structure, (buying puts & selling calls) paying 0-10 (63% delta).
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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