November 21, 2024 14:17 GMT
US TSYS: US Treasuries are seeing some fading Interest
US TSYS
- Some selling interest going through in Treasuries, fading that post US Data bounce, around 9k TYZ4 sold cumulative volume, not spread related, FVZ4 sees 3k and USZ4 just over 1k.
- Outright total volume in the front TYZ4 is driven by the rolls, with well over half a function of rolling Positions into the March expiry.
- TYZ4 has stayed in a contained 9 ticks range, as well as the Calendar spread, traded over 700k outright spread in a half a tick range.
- Latest flow is in the 2yr, TUZ4/TUZ5 bought for -6.75 in 36.5k.
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