February 13, 2025 14:23 GMT
US TSY FUTURES: BLOCKs: Separate 5Y & 10Y Crosses
US TSY FUTURES
- CME inserts the following Blocks well after the fact:
- +10,000 TYH5 108-22.5, buy through 108-22 post time offer at 0901:42ET, DV01 $633,000
- -15,000 FVH5 106-04, sell through 106-04.75 post time bid at 0901:03ET, DV01 $615,000
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