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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.
US TSY FUTURES
Latest block trade lodged at 10:01:20 London/05:01:20 NY:
- TUM4 4,450 lots blocked at 101-17, looks like a seller. DV01 ~$161.5K.
- FVM4 7,860 lots blocked at 105-02.25, looks like a buyer. DV01 ~$323K.
- UXYM4 1,900 lots blocked at 110-23, looks like a seller. DV01 ~$161.5K.
- That points to a TU/FV/UXY fly trade, selling the wings & buying the belly.
- The 2s5s10s cash butterfly sees 5s trading at the cheapest level since Oct ’23 ahead of this afternoon’s 5-Year Tsy auction. This position looks to fade that move.
Fig. 1: U.S. 2-/5-/10-Year Butterfly (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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