February 07, 2025 08:22 GMT
US TSY FUTURES: TY Block Lodged
US TSY FUTURES
Latest block trade lodged at 08:02:53 London/03:02:53 NY:
- TYH5 20K lots blocked at 109-16, looks like a buyer.
- DV01 ~$1.285mln.
- Note that this is quite closely matched to the cumulative DV01 of the 3 TU blocks flagged earlier (~$1.295mln), although the spread of the TU trade over 3 blocks and the later timing of this trade would be an unconventional way to deploy a curve block.
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