Options Trader May Have Bagged $12 Million as Treasuries Fall

  • Three-day bet was unwound just ahead of soft U.S. ISM data
  • Sell-off has pushed 10-year yields above 2.74%, one-month high

A pedestrian walks near the U.S. Treasury building in Washington, D.C.

Photographer: Andrew Harrer/Bloomberg
Lock
This article is for subscribers only.

The latest Treasuries sell-off has led to a windfall for at least one options trader, who may have reaped almost $12 million in profit on a speculative bet placed Wednesday that targeted higher 10-year Treasury yields.

The timing proved impeccable -- the trader captured a 10-basis-point jump in yield, closing out the position ahead of a report Friday showing a gauge of U.S. factories fell to a two-year low.