Fat Finger in 30yr Bonds

December 23, 2013

point-finger

 

At approx 1:30am CST there was a “Fat Finger” Trade in the US 30-yr Bonds. The bond market rallied from 130.00 to 135.24 on about 6000 contracts in light volume holiday trading. All fills above 131.25 were marked at 131.12.