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Large TYH1/J1 Structure Blocked

US TSY OPTIONS

Latest block trade lodged at 02:54:10 London, 21:54:10 NY:

  • TYH1 136.25 puts 15.0K blocked at 0-06 looks like a sell
  • TYH1 136.00 puts 30.0K blocked at 0-04 looks like a sell
  • TYJ1 134.50 puts 30.0K blocked at 0-18 looks like a lift
  • TYJ1 133.50 puts 10.0K blocked at 0-07
  • TYJ1 133.00 puts 20.0K blocked at 0-04 looks like seller
  • Initially it looked like a sale of the TYH1 136.25 & 136.00 puts against buying of the 3x1x2 TYJ1 134.50/133.50/133.00 put ladder.
  • Some have suggested that the blocks represented a 15.0K seller of the 1x2 TYH1 136.25/136.00 put spread against buying 10.0K of the TYJ1 134.50/133.50 put spread & 20.0K of the TYJ1 134.50/133.00 put spread.
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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