CANADA: CIBC Suggest Longs In CGB Futures Should Roll Early
Feb-20 14:03
CIBC suggest that outright long H5 positions in Canadian Government Bond futures should roll to M5 e...
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US: SFR put fly strip
Jan-21 14:02
0QJ5/0QK5 96.00/95.75/95.50ps fly strip, bought for 8 in 7k, in the pit and on screen.
US: Outright SFR call buyer
Jan-21 13:58
0QM5 97.12c, bought for 5 in 10k.
US TSY FUTURES: TU Blocked
Jan-21 13:57
Latest block trade lodged at 08:49:14 NY/13:49:14 London:
- TUH5 7.0K lots blocked at 102-24.625, looks like a buyer.
- DV01 ~$266K.
