Free Trial

TUH4 Blocked

US TSY FUTURES

Latest block trade lodged at 13:40:00 London/08:40:00 NY:

  • TUH4 6K lots blocked at 101-28.25, looks like a seller.
  • No corresponding flow in TUZ3 to suggest it was roll related.
  • DV01 ~$212K.
  • A reminder we saw block selling of TYH4 and UXYH4 in Asia-Pac hours as activity starts to move into those contracts.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

To read the full story

Close

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.