Just now we are seeing a pull back in equity prices and the attendant rise in treasuries. Prior to this development treasury futures were trading near session lows, down over ½ point at times around the 120’03 area.Take note of price action in the over all commodity index as well as key components, crude oil and copper.
Some of the option flows in 10yr. options from this a.m. are listed immediately below.
| TY | |||||
| New Edge | S | 800 | TYU110/114 ps | .13 and .12 | 12003/03.5 |
| Paper | S | 500 | TYQ 120.5p | 1.4 | 12008.5/09 |
| Swiss | S | 2,500 | TYN118.5p | 0.28 | 12008/08.5 |
| Paper | B | 1,000 | TYN117/119 put 1X2's | 0.13 | 12009.5/10 |
| RJO | S | 500 | TYN119 strad | 2.36 | ^12012 |
| Paper | B | 500 | TYN118p | 0.22 | ^120'14 |
| RJO | B | 2,000 | TYN120/120.5 combo's put over | .09 and .10 | 120'03.5/04 |
| Smith B | S | 4,750 | TYN122c | 0.31 | 120'06/06.5 |
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