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TY Flow Seen

US TSY OPTIONS

TY flow seen in recent trade:

  • TYG4 114.00 calls paper paid 0-06 on 4K, delta +13%.
  • TYG4 111.00 puts paper paid 0-06 on 4K, delta -13%.
  • Times of the trades didn’t line up to the second, but trades may have been done against each other, with the package trading for 0-12.
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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