US TSY FUTURES: BLOCK: March'25 10Y Ultra-Bond Sale
Jan-30 14:36
- -7,582 UXYH5 111-24.5, sell through 111-25 post time bid at 0929:20ET, DV01 $675,000. The 10Y ultra-Bond contract trades 111-25.5 last (+10).
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STIR FUTURES: BLOCK: Red Dec'25 SOFR
Dec-31 14:23
- 4,000 SFRZ5 96.08 (+0.020), post-time bid going into the cross at 0918:29ET, appears to be a sale - though futures continue to rise, the contract trades 96.09 last (+0.030).
STIR FUTURES: BLOCK: Jun'25 SOFR 1Y Bundle
Dec-31 14:10
Total 6,000 SFRM5 1Y bundles (SFRM5-SFRH6) from 0857ET to 0903ET, 4,000 crossed +0.015, 2,000 +0.010. Most likely swap-tied selling with spds running wider in the short end.
US TSYS: Post House Price Data React
Dec-31 14:04
- Treasury futures holding mildly higher levels - little to no reaction to in-line FHFA housing price & slightly higher than expected S&P CoreLogic data.
- Futures had already pared overnight gains since the top of the hour, the Mar'25 10Y contract currently trades 108-31.5 (+.5), curves off earlier lows: 2s10s +1.041 at 29.924, 5s30s -.316 at 38.559.
