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FV/TY Flattener Blocked

US TSY FUTURES

Latest block trade lodged at 08:57:07 London/03:57:07 NY:

  • FVU3 4.0K lots blocked at 106-08.25, looks like a seller (DV01 equivalent ~$169K).
  • TYU3 2.5K lots blocked at 110-19, looks like a buyer (DV01 equivalent ~$165K)
  • Would point to a FV/TY flattener.
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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