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BLOCKs: Summary Large Tsy Curve Flatteners

US TSY FUTURES
  • Summary of two large curve blocks in the last hour:
  • Tsy 5Y/30Y Ultra bond flattener at 1008:08ET
    • -14,702 FVU3 108-03.5, sell through 108-04 post-time bid vs.
    • +2,910 WNU3 137-16, buy through 137-13 post-time offer
  • Tsy 2Y/10Y Ultra bond flattener at 0955:13ET
    • -27,519 TUU3 102-08.75, sell through 102-10.12 post-time bid vs.
    • +11,183 UXYu3 119-16, post-time bid

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