| 2016-10-03 11:20:01|
11:20 10/03 10/03/16
Treasury Option Action: a round of call buying
Treasury Option Action: a round of call buying was reported with bullish paper buying 950 December 133.00 10-year calls, delta'd at 23% against underlying futures in overnight trade. December 10s were a tick lower near 131-05 at the time and are 5.5-ticks lower currently near 130-305, compared to their 131-075 to 130-29 session range on volume of approximately 457k presently on Globex.