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FV Blocks Lodged At Same Time As TU block, Flattener?

US TSY FUTURES

Latest block trade lodged at 03:20:19 London, 22:30:19 NY:

  • FVH1 5.0K blocked at 125-19.25, looks like a buyer
  • FVH1 5.0K blocked at 125-19+, looks like a buyer
  • The timestamp lines up with the aforementioned TUH1 block, which points to a slightly misweighted flattener position.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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