June 06, 2024 07:12 GMT
FV Blocked
US TSY FUTURES
Latest block trade lodged at 07:46:15 London/02:46:15 NY:
- FVU4 2.6K lots blocked at 106-22+, looks like a seller.
- DV01 ~$111K.
- This comes with 5-Year yields trading ahead of their April 4 low after breaking their May low yesterday.
- We saw a 3,495 lot block buyer of that contract in early London trade on Wednesday (at 106-15+), so this may represent some partial profit taking.
Fig. 1: U.S. 5-Year Yield (%)
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