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Large SOFR Futures Strip Blocked

US TSY FLOWS
  • Most trades were through offer levels, suggesting a buyer. DV01 $1.7mm
DateSizePrice
Sep-241706395.1
Dec-24509995.79
Mar-251087396.305
Jun-251022696.61
Sep-25800096.785
Dec-25580096.89
Mar-2660096.95
Jun-2658096.975
Sep-2639096.975
Dec-26171096.96
Mar-27178796.935
Jun-27575096.915
Jun-2850596.8
Sep-2850596.765

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