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BLOCKs, Dec'23 SOFR Call Structures

STIR
  • +5,000 SFRZ3 94.50/94.75/95.00 call flys, 7.0 ref 94.605 at 1117:30ET
  • +10,000 SFRZ3 94.75/95.75 call spds 2.75 over SFRZ3 94.43/94.50 put spds vs. 94.595/0.32% at 1106-1107ET

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