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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 trades lodged at 10:14:23 London/05:14:23 NY:
- FVM4 6.0K lots blocked at 105-06.75, looks like a buyer.
- TYM4 3.9K lots blocked at 108-04, looks like a seller.
- We would point to a ~$240K DV01 steepener.
- The 5-/7-Year spread has steepened back towards 0bp over the past couple of sessions. This trade looks for an extension of that move.
Fig. 1: U.S. 5-/7-Year Tsy Yield Curve (bp)
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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