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MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
US TSY FUTURES
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 (%)
Source: MNI - Market News/Bloomberg
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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