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US TSY OPTIONS: Large Out-of-the-Money Put Buys

US TSY OPTIONS

Large OTM Dec'24 put buys on the screen in the last few minutes: 

  • Over +31,700 TYZ4 105 puts, 2 (open interest 36,679 coming into the session)
  • Over +33,600 TYZ4 106 puts, 3 (open interest 13,174)
  • Note: Dec'24 Tsy options expire well before the final FOMC policy annc on Dec' 18, but do cover the next FOMC on Nov 7
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Large OTM Dec'24 put buys on the screen in the last few minutes: 

  • Over +31,700 TYZ4 105 puts, 2 (open interest 36,679 coming into the session)
  • Over +33,600 TYZ4 106 puts, 3 (open interest 13,174)
  • Note: Dec'24 Tsy options expire well before the final FOMC policy annc on Dec' 18, but do cover the next FOMC on Nov 7