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FV/WN Flattener Blocked *correct*

US TSY FUTURES

Corrects WNH2 price

Latest block trades lodged at 02:02:01 London, 21:02:01 NY:

  • FVH2 5,275 lots blocked at 119-18, looks like a seller.
  • WNH2 750 lots blocked at 190-00, looks like a buyer.
  • This looks to be a misweighted FV/WN flattener (CME ratio is 6x1).
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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