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US TSY FLOWS: Large SOFR Futures Strip Blocked

US TSY FLOWS
  • Most trades were through offer levels, suggesting a buyer
DateSizePrice
Sep-24410095.2875
Mar-25143896.655
Jun-25180096.975
Sep-2575097.105
Dec-2560097.14
Mar-2617597.14
Jun-26530097.12
Sep-2665097.085
Dec-2695097.04
Mar-2765097
Jun-2715096.965
Sep-27100096.935
Sep-2950096.66
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  • Most trades were through offer levels, suggesting a buyer
DateSizePrice
Sep-24410095.2875
Mar-25143896.655
Jun-25180096.975
Sep-2575097.105
Dec-2560097.14
Mar-2617597.14
Jun-26530097.12
Sep-2665097.085
Dec-2695097.04
Mar-2765097
Jun-2715096.965
Sep-27100096.935
Sep-2950096.66