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FVU2 112.00 Puts Blocked Vs. TU Futures

US TSY OPTIONS

Latest block trades lodged at 05:51:17 London/00:51:17 NY:

  • FVU2 112.00 puts 5.0K lots blocked at 0-58 looks like a buyer. Delta -42%.
  • TUU2 2.5K lots blocked at 104-31+, looks like a buyer.
  • An odd looking covering of the put via TU futures it seems, a trade in the same size was executed in FVU2 112.25 puts vs. TU futures earlier in the Asia session.
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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