On January 23, a large number of bids were made for the March put option of the 10-year US treasury bond bond, with the target yield of about 5.6% before the maturity on February 21. The premium for this position is approximately $780000. US traders reported that at 2:32 pm New York time, 50000 March put options on US Treasury bonds with an exercise price of 102.00 were purchased. As of Tuesday’s close, there were 2900 open contracts on the options, indicating that the cash flow was a new opening. As of 2:50 p.m., the yield of US 10-year treasury bond bonds had reached about 4.60%, up 2 basis points on the day.
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