August 29, 2024 04:44 GMT
Large SOFR Futures Strip Blocked
US TSY FLOWS
- Most trades were through offer levels, suggesting a buyer. DV01 $1.7mm
Date | Size | Price |
Sep-24 | 17063 | 95.1 |
Dec-24 | 5099 | 95.79 |
Mar-25 | 10873 | 96.305 |
Jun-25 | 10226 | 96.61 |
Sep-25 | 8000 | 96.785 |
Dec-25 | 5800 | 96.89 |
Mar-26 | 600 | 96.95 |
Jun-26 | 580 | 96.975 |
Sep-26 | 390 | 96.975 |
Dec-26 | 1710 | 96.96 |
Mar-27 | 1787 | 96.935 |
Jun-27 | 5750 | 96.915 |
Jun-28 | 505 | 96.8 |
Sep-28 | 505 | 96.765 |
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