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Better SOFR Put Plays Post Data

STIR
  • +5,000 SFRU4 94.87 put 0.5 over SFRU4 95.75/95.87 call spds
  • 11,000 0QG4 95.75/96.00/96.12 broken put flys
  • 8,000 SFRH4 94.81/94.93 put spds ref 94.905
  • On the flipside:
  • +20,000 SFRZ4 96.25/97.00/97.75 call flys 5.0 over the 94.87 put earlier

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