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US TSY OPTIONS: Mar'25 10Y Put Update - Unwinds

US TSY OPTIONS

A few 10Y put highlights since late morning, taking profits in some bought earlier in the week:

  • -20,000 TYH5 109 puts 30-29 (fractional unwind of over 100k bought this week from 28 to 16)
  • over +29,000 TYH5 107.75 puts, 8 vs. 109-04 to -06/0.16%, appr 6.7% implied vol targets 4.65% yld
  • over 52,000 TYH5 108 puts, 7-10 ref 109-08 to -07
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A few 10Y put highlights since late morning, taking profits in some bought earlier in the week:

  • -20,000 TYH5 109 puts 30-29 (fractional unwind of over 100k bought this week from 28 to 16)
  • over +29,000 TYH5 107.75 puts, 8 vs. 109-04 to -06/0.16%, appr 6.7% implied vol targets 4.65% yld
  • over 52,000 TYH5 108 puts, 7-10 ref 109-08 to -07