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FV/TY Flattener Blocked

US TSY FUTURES

Latest block trades lodged at 05:09:56 London/00:09:56 NY:

  • FVU2 8.0K lots blocked at 112-10+, looks like a seller.
  • TYU2 5.0K lots blocked at 118-25, looks like a buyer.
  • Looks like a slightly misweighted FV/TY flattener, v. the CME recommended hedging volume of 3:2. The Second such block lodged in recent dealing.
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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