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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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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 (%)