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TYQ2 119.50/118.00 Put Spread Blocked Vs. Previous TYU2 Block

US TSY OPTIONS
BulletMarketsFixed IncomeBond Market News

Latest block trades lodged at 05:39:55 London/00:39:55 NY:

  • TYQ2 119.50 puts 7.5K lots blocked at 1-20, looks like a seller. Delta -59%.
  • TYQ2 118.00 puts 7.5K lots blocked at 0-36, looks like a buyer. Delta -35%.
  • Would suggest that this is a seller of the TYQ2 119.50/118.00 put spread at 0-48, with the previously outlined 2.0K block sale of TYU2 representing a slightly overweighted delta hedge.
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Latest block trades lodged at 05:39:55 London/00:39:55 NY:

  • TYQ2 119.50 puts 7.5K lots blocked at 1-20, looks like a seller. Delta -59%.
  • TYQ2 118.00 puts 7.5K lots blocked at 0-36, looks like a buyer. Delta -35%.
  • Would suggest that this is a seller of the TYQ2 119.50/118.00 put spread at 0-48, with the previously outlined 2.0K block sale of TYU2 representing a slightly overweighted delta hedge.