Free Trial

BLOCK: Unicorn Option Spotting

US TSYS
Seldom seen or traded as yet, SOFR option block bear flattener prints at 1124:57ET:
  • +2,500 Jun 3M SOFR (SR3M2) 99.25 puts, 4.0 vs.
  • -2,500 1Y midcurve short Mar 3M SOFR (S0H2) 98.50 puts, 2.5 vs.
  • 250 Jun SOFR futures (SR3M2) 99.405

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.