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BLOCK, Second 5Y30Y Steepener

US TSY FUTURES
  • Ongoing interest in steepeners, latest 5Y30Y at 0845:05ET after smaller block this morning at 0510:26ET
    • +9,400 FVZ3 106-05.5, buy through 106-04.75 post-time offer (DV01 $386.3k) vs.
    • -3,000 USZ3 119-13, sell through 119-15 post-time bid (DV01 $410.7k)
    • Earlier Block: 8,000 FVZ3 at 106-08.25 vs. 2,500 USZ3 119-15 at 0510:26ET

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