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BLOCK: Dec'24 SOFR Call Focus on Final 2024 FOMC

STIR
  • 25,000 SFRZ4 96.00 calls, 14.5 vs. 95.905/0.42% at 0922:09ET. Option desks say calls that expire 5 days before the Dec 18 FOMC meeting were sold.
  • Aside, over 23,000 SFRZ4 96.00/96.25 call spreads trade on screen soon after the block, ref 95.905
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  • 25,000 SFRZ4 96.00 calls, 14.5 vs. 95.905/0.42% at 0922:09ET. Option desks say calls that expire 5 days before the Dec 18 FOMC meeting were sold.
  • Aside, over 23,000 SFRZ4 96.00/96.25 call spreads trade on screen soon after the block, ref 95.905