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BLOCK, Dec'23 SOFR Put Flys, Early Roundup

STIR
Latest Dec'23 SOFR put fly Block including overnight trade summary: Slightly better put volume as underlying futures scale back overnight strength.
  • Block, 7,500 SFRZ3 94.68/94.93/95/18 put flys, 4.0 ref 95.81
  • Block, 4,000 SFRU3 94.50/94.75 put spds, 3.75 ref 95.315
  • Block/screen, 10,000 SFRK3 95.06/95.18 call spds,
  • Block, 2,750 SFRN3 94.12/94.62/94.87/95.12 put condors, 7.0 ref 95.35
  • Block/screen 11,750 SFRU3 98.25/98.75 call spds, 1.5 ref 95.43 to -.435
  • 3,000 SFRN3 95.00/95.25 put spds ref 95.365
  • 4,000 SFRU3 95.25/95.75/96.25 call flys ref 95.435
  • 2,000 OQM 96.93/97.18 call spds vs. 2QM3 97.62/97.87 call spds

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