Free Trial

{us} USG0 (Feb) 153 puts, bought.....>

US TSY OPTIONS
US TSY OPTIONS: {us} USG0 (Feb) 153 puts, bought for 4 in 18k. As desk points
out, small delta -0.05% or equivalent to 900 US futures.
These look to be Asian interest going through.
Earlier recall the 24k upside in the TYG0. These USG0 and TYG0 weren't weighted,
but we could well start seeing some steepening interest, especially in the
shorter part of the curve, with the likes of 2s10s dropping from 35.81 last week
to 24.41 today.

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.