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US TSY FUTURES: TU Blocks Lodged

US TSY FUTURES

A couple of TU block trades lodged over the last 25 minutes or so.

  • TUH5 10K lots blocked at 102-26.25, looked like a seller.
  • TUH5 10K lots blocked at 102-25.875, looked like a seller.
  • DV01 across the 2 blocks ~$740K.
  • Explains the recent downtick in bonds.
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A couple of TU block trades lodged over the last 25 minutes or so.

  • TUH5 10K lots blocked at 102-26.25, looked like a seller.
  • TUH5 10K lots blocked at 102-25.875, looked like a seller.
  • DV01 across the 2 blocks ~$740K.
  • Explains the recent downtick in bonds.