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of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
US TSY FUTURES
Latest block trades lodged at 08:40:55 London/03:40:55 NY:
- TUU4 8,050 lots blocked at 101-31+, looks like a seller.
- FVU4 14,900 lots blocked at 106-05, looks like a buyer.
- UXYU4 3,600 lots blocked at 112-22+, looks like a seller.
- Looks like a DV01 $607K TU/FV/USY fly, buying the body, selling the wings.
- A reminder that we saw similar block trades on the TU/FV/UXY M4 fly in late April.
- 5s have richened by ~13bp on the 2-/5-10/-Year fly vs. April cheaps, but this trade looks for an extension of that move.
Fig. 1: U.S. 2-/5-/10-Year Fly (bp)
Source: MNI - Market News/Bloomberg
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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