January 27, 2023 19:00 GMT
BLOCK, Jun'23 SOFR/Eurodlr Call Spd
STIR
Recent Block spread from 1332-1342ET:
- total 30,000 SFRM3 96.00/EDM3 95.87 call spds, 0.0 - both legs 1.5. Of note, Jun'23 SOFR call open interest at 59,218 coming into the session, the Eurodollar call OI only 7,746 coming in - June options expire on June 19
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