There was a large flow of money in the US Treasury bond weekly options market. The goal appears to be to bet on the sell-off of the bond market before closing on Tuesday, and include the risk of the October CPI data as a key event. The position paid a premium of around $3 million, which should be an additional risk exposure in terms of the market. According to an American trader, at 2:54 p.m. EST, there were funds to buy 19,649 lots of “weekly 10-year 107.00 put options due on Tuesday” at the price of 10 ticks. The hedge will expire at the close of trading on Tuesday. The execution price's outstanding position volume was 1,080 lots, indicating that there was an additional risk behind this cash flow; the transaction volume of the execution price was about 27,000 lots of options on the same day — while US 10-year Treasury futures were reported at 107-00 on Monday afternoon, so the execution price was near flat.

There was a large flow of money in the US Treasury bond weekly options market. The goal appears to be to bet on the sell-off of the bond market before closing on Tuesday, and include the risk of the October CPI data as a key event. The position paid a premium of around $3 million, which should be an additional risk exposure in terms of the market. According to an American trader, at 2:54 p.m. EST, there were funds to buy 19,649 lots of “weekly 10-year 107.00 put options due on Tuesday” at the price of 10 ticks. The hedge will expire at the close of trading on Tuesday. The execution price's outstanding position volume was 1,080 lots, indicating that there was an additional risk behind this cash flow; the transaction volume of the execution price was about 27,000 lots of options on the same day — while US 10-year Treasury futures were reported at 107-00 on Monday afternoon, so the execution price was near flat.