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TYN2 119.25/118.00 Put Spread Blocked

US TSY OPTIONS

Latest block trades lodged at 03:21:22 London/22:21:22 NY:

  • TYN2 119.25 puts 5.0K lots blocked at 3-13. Delta -1.00%.
  • TYN2 118.00 puts 5.0K lots blocked at 1-62. Delta -96%.
  • Hard to be sure of direction, some point to a seller of the TYN2 119.25/118.00 put spread given open interest levels and perceived cash flow of such an existing position.
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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