April 03, 2024 13:53 GMT
Large Short Term Put Hedges For Outsized NFP
US TSY OPTIONS
Large wk1 midcurve put buying noted in the last few minutes, covering NFP while expiring Friday:
- +50,000 wk1 FV 105.75 puts, 5.5
- +15,000 wk1 TY 109.25 puts, 18 ref 109-12.5
- +10,000 wk1 TY 109 puts, 10 ref 109-13.5, expire Friday
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