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of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
US TSY FUTURES
Latest block trades lodged at 09:32:45 London/04:32:45 NY:
- TUU4 8.5K lots blocked at 102-07.75, looks like a seller.
- TYU4 5.0K lots blocked at 110-14+, looks like a buyer.
- Once again, we would suggest this was a ~$323K DV01 TU/TY flattener, following another block trade of the identical size seen earlier in the day.
- This comes with the 2-/7-Year yield curve trading a little below the middle of its ’24 range, ~1bp flatter since the previous block was lodged.
Fig. 1: U.S. 2-/7-Year Tsy Yield Curve (bp)
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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