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BLOCK: Massive Steepener Package

US TSY FUTURES
Massive 2Y vs. 5Y and 30Y ultra-bond steepener package 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

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