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FV Blocked

US TSY FUTURES
HomepageBond Market NewsBulletMarketsFixed Income Bullets

Latest block trade lodged at 10:44:38 London/05:44:38 NY:

  • FVU4 3,418 lots blocked at 106-14.75, looks like a seller based on prevailing prices at that time, but broader Tsy futures have ticked higher in the time since.
  • DV01 ~$146K.
  • That comes after an apparent ~$150K DV01 block buyer in the contract earlier in the London morning.
  • 5-Year yields are trading ~5bp above May lows, with the latest flow looking for the move away from that extreme to extend.

Fig. 1: 5-Year Tsy Yields (%)

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Latest block trade lodged at 10:44:38 London/05:44:38 NY:

  • FVU4 3,418 lots blocked at 106-14.75, looks like a seller based on prevailing prices at that time, but broader Tsy futures have ticked higher in the time since.
  • DV01 ~$146K.
  • That comes after an apparent ~$150K DV01 block buyer in the contract earlier in the London morning.
  • 5-Year yields are trading ~5bp above May lows, with the latest flow looking for the move away from that extreme to extend.

Fig. 1: 5-Year Tsy Yields (%)

Keep reading...Show less