Happy New Year:
From todays Accutic Plus Blog
Credit Suisse continues to dominate trading activity in the longer end of the curve – see 10yr. flows below. We also have what some feel is a UK based hedge fund selling size in a 30yr. call fly – possibly just looking to collect some premium. With 10yr. rates hovering around 2% (current yield is 1.95% with Mar. futures 13021.5) 2% would come in around 13011 area.
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