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BLOCK Roundup: Eurodollar, SOFR, Tsys

More heavy selling in short end out to 5s as strong data spurs recession bet positioning as payrolls close gap with pre-pandemic levels.
  • Another 15,000 112-11, sell through 112-13.75 post-time bid at 0909:00ET
  • -5,000 FVU prior at 112-17, sell through 112-17.75 post-time bid at 0900:01ET after 5k sold earlier at 112-14.25 -- FVU making new lows 112-08.75 -32.0
  • -20,000 EDH3 96.125, sell through 96.14 post time bid at 0858:07, 96.10 last -0.235
  • 5,000 SFRU2 96.835 was through post-time offer of 96.83, 96.82 last -0.120

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