June 05, 2024 07:09 GMT
FV Blocked
US TSY FUTURES
Latest block trade lodged at 07:37:55 London/02:37:55 NY:
- FVU4 3,495 lots blocked at 106-15+, looks like a buyer based on prevailing prices at that time, although wider core global FI markets has softened in the time since.
- DV01 ~$150K.
- This comes with 5-Year yields trading at the lower end of their recent range in the wake of the recent run of soft U.S. data.
Fig. 1: U.S. 5-Year Yield (%)
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