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BLOCKS, More Front-End Crosses

US TSY FUTURES
  • Latest 2s/5s flattener at 1058:43ET:
  • -7,000 TUM2 105-12.38, sell through 105-12.62 post-time bid vs.
  • +6,000 FVM2 112-16.5, buy through 112-16.25 post-time offer
  • Prior 2Y cross appears to be a buy:
  • 12,564 TUM2 105-13, post-time offer at 1042:15ET

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