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BLOCK, Sep'23 5Y/30Y Ultra Flattener - Carry-Over

US TSY FUTURES

Tsy 5Y/30Y Ultra flattener posted at 0829:13ET

  • -14,936 FVU3 105-20.25, sell through 105-21.25 post-time bid (DV01 $614k) vs.
  • +2,959 WNU3 124-10, post-time offer (DV01 $589.9k)
  • Note: even larger 5Y/30Y Ultra flattener posted at 1517:53ET Tuesday:
    • -20,852 FVU3 105-14.25, sell through 105-16.5 post-time bid (DV01 $857k) vs.
    • +4,363 WNU3 123-20, post-time bid (DV01 $856.8)

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