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Confidence Indicators Mixed In December

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BLOCKs, Mar'23 SOFR In-the-Money Put Spd

STIR
  • Total 40,000 SFRM 95.25/95.5 put spds at 40.0-40.5 ref 95.12 from 1026-1032ET, open interest in the 95.75 put at 72,380 coming into the session, 58,760 for the 95.25 put.
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  • Total 40,000 SFRM 95.25/95.5 put spds at 40.0-40.5 ref 95.12 from 1026-1032ET, open interest in the 95.75 put at 72,380 coming into the session, 58,760 for the 95.25 put.