Treasury Block Trades [Rolling Headline]
Investors executed large Treasury block trades to hedge against auction supply and FOMC uncertainty, shifting from directional bets to volatility strategies as oil prices and geopolitical tensions fluctuated on July 27.
News detail
Futures 08:46ET/13:46BST: 5.0k 2-Year T-Note Futures (ZTU6) at 102-245. 09:26ET/14:26BST: 7.7k 5-Year T-Note Futures (ZFU6) at 106-050 11:22ET/16:22BST: 6.0k 5-Year T-Note Futures (ZFU6) at 106-062 11:35ET/16:35BST: 3.5k Ultra 10-Year U.S. Treasury Note Futures (TNU6) at 110-150 15:12ET/20:12BST: 7.0k 2-Year T-Note Futures (ZTU6) at 102-241 Spread 12:22EDT/17:22BST: Bought 30.0k 10-Year T-Note Options, 109.50 calls (OZNU6) for 0-120 & sold 5.0k 10-Year T-Note Futures (ZNU6) at 108-185 13:12EDT/18:12BST: Sold 1.7k 10-Year T-Note Futures (ZNU6) at 108-175 & bought 16.5k 10-Year T-Note Options, 109.50 calls (OZNZ6) for 0-480 & bought 16.5k 10-Year T-Note Options, 106.50 puts (OZNZ6) for 0-400.
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