Large options trades have been observed in the US Treasury market, with investors paying $14 million in premiums to bet on the 10-year yield breaking above 5%.
According to Bloomberg, a notable options trade emerged in the US Treasury market on Thursday, betting that the 10-year US government bond yield will break above the 5% threshold. The transaction involved a premium payment of approximately $14 million, a considerable size in the derivatives market. As of publication, the 10-year US government bond yield stood at 4.94%, while the 30-year US government bond yield rose to 5.35% on Thursday, its highest level since 2007. If the 10-year US government bond yield rises to approximately 5.1%, the trade would reach its breakeven point; if it further increases to 5.2%, potential gains would expand to about $15 million. Traders indicated that a wave of behind-the-scenes hedging activity had already occurred, further exacerbating selling pressure in the bond market. Analysts noted that if the bond market decline continues, a broader range of passive selling, including "convexity hedging" operations, could follow, potentially creating an accelerating effect around key yield levels.
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