February 07, 2025 18:48 GMT
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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