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FV/UXY/WN Fly Blocked

US TSY FUTURES

{US} US TSY FUTURES: FV/UXY/WN Blocks Seen

Latest block trades lodged at 05:50:30 London/00:50:30 NY:

  • FVU2 4,350 lots blocked at 112-09.25, looks like a buyer.
  • UXYU2 3,700 lots blocked at 129-06, looks like a seller.
  • WNU2 750 lots blocked at 154-14, looks like a buyer.
  • Based on DV01 it appears to be a DV01 neutral FV/UXY/WN butterfly, selling UXY futures vs. buying FV & WN futures.
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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