Free Trial

BLOCK, Huge Steepener Package, 2s vs. 30s & Ultra-Bond

US TSY FUTURES

Another massive steepener package Block at 1344:06ET

  • +41,733 TUM2 105-28 buy through 105-26.5 post-time offer vs.
  • -3,000 USM2 142-21, sell through 142-26 post-time bid
  • -3,189 WNM2 165-00, sell through 165-08 post-time bid
Recap Monday's print of 2s vs. 5s and ultra-bond at 1119:55ET
  • +49,000 TUM2 105-19.25, buy through 105-18.38 post-time offer, $2M DV01
  • -11,167 FVM2 113-01.75, sell-through 113-03.5 post-time bid, $540k DV01
  • -3,006 WNM2 165-00, sell-through 165-09 post-time bid, 910k DV01

To read the full story

Close

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.