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STIR: BLOCK: More Mar'25 SOFR Put Flys

STIR
  • Another 25,000 SFRH5 95.00/95.50/96.00 put flys Blocked at 24.0 ref 95.77 to -.765 from 0638:38ET to 0646:29ET. Adds to 12,750 crossed a little after 0500ET.
  • Open interest is significant in the lead quarterly puts with just over 160,000 in each of the wings vs. nearly 250,000 in the middle strike.
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  • Another 25,000 SFRH5 95.00/95.50/96.00 put flys Blocked at 24.0 ref 95.77 to -.765 from 0638:38ET to 0646:29ET. Adds to 12,750 crossed a little after 0500ET.
  • Open interest is significant in the lead quarterly puts with just over 160,000 in each of the wings vs. nearly 250,000 in the middle strike.