June 22, 2022 02:44 GMT
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.
58 words