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BLOCK, Large Sep'23 2Y, 5Y, 10Y Package


Large futures package Blocked at 1511:08ET:

  • +24,771 TUU3 101-10.5, through 101-09.88 post-time offer ($889 DV01)
  • +10,780 FVU3 105-27, through 105-26.75 post-time offer ($444 DV01)
  • 6,882 TYU3 109-17, post-time offer - while prices went -16.5 during the print ($444 DV01)

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