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AUD

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US TSY OPTIONS

Put spread trades again

     
Source: U.S. Treasury Department
Units as noted
Averages calculated by MNI
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                                 Total              Non-    Bid/   High        %
Sale                           Amount*     FIMA    comps   Cover  Disc.  Alloted
Date                           (Bln $)  (Bln $)  (Bln $)  Ratio*   Rate  at High
Average (03-Jan-19 to date)               0.121    1.411    2.80  2.313    47.75
08-Aug-19                       50.000    0.200    1.549    2.64  2.065    16.29
01-Aug-19                       35.000    0.000    1.472    3.18  2.080    45.39
25-Jul-19                       35.000    0.100    1.462    2.91  2.110    45.39
18-Jul-19                       35.000    0.100    1.443    2.93  2.090    27.78
11-Jul-19                       34.900    0.000    1.589    3.04  2.135    27.78
03-Jul-19                       40.000    0.000    1.448    2.47  2.210    27.78
27-Jun-19                       40.000    0.000    1.423    2.74  2.145    80.84
20-Jun-19                       40.000    0.000    1.430    2.86  2.140    73.17
13-Jun-19                       40.000    0.000    1.550    2.88  2.215    83.59
06-Jun-19                       40.000    0.000    1.490    2.75  2.290     5.03
30-May-19                       40.000    0.000    1.508    3.02  2.330     6.70
23-May-19                       45.000    0.000    1.489    2.53  2.335    98.88
16-May-19                       50.000    0.500    1.535    2.85  2.365    77.09
09-May-19                       50.000    0.100    1.519    2.83  2.385    99.22
02-May-19                       50.000    0.000    1.507    2.70  2.390    38.77
25-Apr-19                       50.001    0.125    1.443    2.72  2.390     7.08
18-Apr-19                       50.000    0.100    1.475    2.61  2.400    64.61
11-Apr-19                       50.000    0.000    1.402    2.88  2.375    74.90
04-Apr-19                       50.001    0.000    1.392    2.96  2.390    47.24
28-Mar-19                       50.001    0.000    1.329    3.01  2.400    67.48
21-Mar-19                       60.001    0.612    1.466    2.30  2.470     4.45
14-Mar-19                       60.000    0.390    1.337    2.43  2.420    32.18
07-Mar-19                       60.000    0.000    1.388    2.88  2.405    40.52
28-Feb-19                       60.000    0.020    1.251    2.78  2.410     1.04
21-Feb-19                       50.001    0.393    1.416    2.83  2.390    69.17
14-Feb-19                       50.000    0.916    1.334    2.85  2.395    68.33
07-Feb-19                       50.000    0.000    1.364    2.79  2.390    91.20
31-Jan-19                       50.000    0.100    1.163    2.65  2.390    60.39
24-Jan-19                       45.000    0.100    1.307    2.78  2.355     9.48
17-Jan-19                       40.000    0.000    1.216    3.05  2.370    70.96
10-Jan-19                       40.000    0.100    1.273    3.07  2.380    41.20
03-Jan-19                       40.000    0.025    1.170    2.81  2.390    24.17
Average (02-Jan-18 to
27-Dec-18)                                0.106    0.837    2.96  1.840    46.04
27-Dec-18                       40.000    0.100    1.132    3.03  2.400    65.54
20-Dec-18                       40.000    0.267    1.120    2.68  2.360    33.26
13-Dec-18                       40.000    0.140    1.181    2.92  2.325    14.66
06-Dec-18                       40.000    0.000    0.705    3.04  2.365    61.77
04-Dec-18                       40.000    0.125    1.157    3.07  2.320    13.45
27-Nov-18                       50.000    0.000    1.032    2.75  2.270     7.39
20-Nov-18                       50.001    0.000    1.145    2.90  2.200    24.13
13-Nov-18                       50.001    0.000    0.968    2.78  2.200    72.54
06-Nov-18                       50.000    0.125    1.147    2.91  2.200     0.20
30-Oct-18                       45.000    0.031    1.110    2.85  2.165    52.90
23-Oct-18                       40.000    0.000    1.034    2.86  2.180    12.25
16-Oct-18                       40.000    0.000    1.041    2.81  2.155    59.03
09-Oct-18                       40.000    0.025    1.174    3.17  2.135    70.69
02-Oct-18                       40.000    0.000    1.065    3.12  2.105    74.75
25-Sep-18                       40.000    0.933    0.992    3.05  2.080    31.96
18-Sep-18                       40.000    0.190    0.971    3.38  2.020    50.39
11-Sep-18                       45.000    0.100    0.981    2.97  1.975    15.90
04-Sep-18                       55.000    0.303    0.942    2.68  1.970    61.33
28-Aug-18                       65.000    0.000    0.958    2.78  1.930    18.31
21-Aug-18                       70.001    0.000    0.922    2.80  1.910    59.25
14-Aug-18                       70.000    0.000    0.893    2.66  1.910    61.41
7-Aug-18                        70.000    0.000    0.881    2.65  1.905    32.20
24-Jul-18                       65.000    0.000    0.872    2.70  1.910    20.69
24-Jul-18                       55.000    0.000    0.808    2.84  1.880    26.78
17-Jul-18                       45.000    0.000    0.839    2.91  1.880    78.87
10-Jul-18                       35.000    0.000    0.896    3.16  1.850    86.42
02-Jul-18                       35.000    0.000    0.760    2.45  1.860    88.72
26-Jun-18                       35.000    0.000    0.790    3.05  1.770    89.94
19-Jun-18                       35.000    0.000    0.768    3.16  1.815    12.62
12-Jun-18                       35.000    0.100    0.809    3.36  1.790    24.75
05-Jun-18                       35.000    0.000    0.798    3.04  1.780    38.65
29-May-18                       40.000    0.000    0.704    3.25  1.750    11.42
22-May-18                       45.000    0.100    0.756    3.10  1.720    52.90
15-May-18                       45.000    0.100    0.747    3.13  1.655    63.32
08-May-18                       45.001    0.000    0.753    3.22  1.660    89.10
01-May-18                       45.000    0.100    0.735    3.04  1.650    95.47
24-Apr-18                       45.000    0.100    0.761    3.16  1.680    31.54
17-Apr-18                       45.000    0.100    0.737    3.08  1.630    25.14
10-Apr-18                       45.000    0.100    0.699    3.25  1.620    83.54
03-Apr-18                       55.000    0.100    0.725    2.90  1.695    44.50
27-Mar-18                       65.000    0.500    0.706    2.71  1.705    57.88
20-Mar-18                       65.000    0.255    0.650    2.88  1.720    68.13
13-Mar-18                       65.001    0.100    0.611    2.58  1.650    75.88
06-Mar-18                       65.001    0.640    0.623    3.01  1.550    35.02
27-Feb-18                       60.000    0.327    0.630    2.80  1.495    20.24
20-Feb-18                       55.000    0.000    0.602    2.48  1.380     4.98
13-Feb-18                       50.000    0.000    0.599    3.27  1.360    88.13
06-Feb-18                       15.000    0.536    0.608    3.16  1.480    46.82
30-Jan-18                       25.000    0.000    0.552    2.76  1.440    15.76
23-Jan-18                       35.001    0.000    0.612    3.52  1.230    87.48
16-Jan-18                       45.000    0.000    0.556    2.99  1.295    47.48
09-Jan-18                       50.000    0.000    0.557    3.03  1.280     0.57
02-Jan-18                       50.000    0.100    0.562    2.89  1.270    34.29
Average (03-Jan-17 to
26-Dec-17)                                0.066    0.432    3.20  0.859    44.71
Average (05-Jan-16 to
27-Dec-16)                                0.093    0.286    3.45  0.268    49.93
Average (06-Jan-15 to
29-Dec-15)                                0.132    0.237    4.13  0.041
Average (07-Jan-14 to
30-Dec-14)                                0.145    0.241    4.35  0.028
Average (02-Jan-13 to
30-Dec-13)                                0.125    0.260    4.28  0.052
Average (04-Jan-12 to
26-Dec-12)                                0.137    0.248    4.44  0.078
Average (04-Jan-11 to
27-Dec-11)                                0.234    0.234    4.84  0.039
Average (05-Jan-10 to
28-Dec-10)                                0.209    0.262    4.48  0.112
Average (06-Jan-09 to
29-Dec-09)                                0.249    0.315    3.77  0.098
Average (02-Jan-08 to
30-Dec-08)                                0.138    0.415    3.01  1.345
Average (03-Jan-07 to
26-Dec-07)                                0.108    0.388    2.98  4.443
Average (04-Jan-06 to
27-Dec-06)                                0.098    0.324    2.68  4.676
Average (04-Jan-05 to
28-Dec-05)                                0.021    0.110    2.71  2.968
Average (06-Jan-04 to
28-Dec-04)                                0.000    0.050    2.52  1.267
Average (07-Jan-03 to
30-Dec-03)                                0.000    0.043    2.50  1.002
Average (02-Jan-02 to
31-Dec-02)                                0.000    0.032    2.63  1.608
--MNI Washington Bureau; +1 202 371 2121; email: brooke.migdon@marketnews.com
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