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BLOCKS - SOFR Roundup

STIR
Multiple SOFR option spds Blocked overnight
  • Block, 6,500 0QM 95.87/96.50 1x2 call spds, 4.5 ref 96.605-.60
  • Block, 5,000 SFRG 95.25/95.43 1x2 call spds, 2.25 ref 95.195
  • Block, 5,000 0QG3 96.68/96.93/97.43 call trees, 3.0 ref 96.215
  • Block, 1,250 SFRH 95.18/95.31/95.43 call flys, 2.5 ref 95.20
  • Block, 20,000 SFRU 96.00/96.75 call spds, 12.0 ref 95.42-.43
  • Block, 2,500 0QG3 96.43/96.93/97.43 call trees, 10.0 ref 96.205
  • Block, 4,000 0QH 96.68/96.93/97.50 call trees, 2.75/splits
  • 4,500 2QH 95.50/96.00/96.50 put flys
  • Block, 5,000 SFRU 94.75/95.00 put spds 0.0 over 95.75/96.00 call spds
  • Block, 3,500 SFRF 94.56/94.68/94.93 put flys, 1.0 ref 95.21
  • Block, 2,500 0QH 96.50/97.00/97.50 call flys, 7.5 ref 96.22
  • Block, 3,000 0QZ2 95.87/96.00 call spds 1.5 over 95.50 puts vs. 95.755
  • 2,000 SFRH 94.81/94.87/95.93/95.00 put condors

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