September 25, 2024 04:35 GMT
US TSY FLOWS: Large SOFR Futures Strip Blocked
US TSY FLOWS
- Most trades were through offer levels, suggesting a buyer
Date | Size | Price |
Sep-24 | 4100 | 95.2875 |
Mar-25 | 1438 | 96.655 |
Jun-25 | 1800 | 96.975 |
Sep-25 | 750 | 97.105 |
Dec-25 | 600 | 97.14 |
Mar-26 | 175 | 97.14 |
Jun-26 | 5300 | 97.12 |
Sep-26 | 650 | 97.085 |
Dec-26 | 950 | 97.04 |
Mar-27 | 650 | 97 |
Jun-27 | 150 | 96.965 |
Sep-27 | 1000 | 96.935 |
Sep-29 | 500 | 96.66 |
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