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Decent SOFR Option Trade, Blocks

STIR
  • Broken call tree w/ put fly strip 1.0 over put spd package:
    • +25,000 SFRJ3 95.06/95.12/95.25 broken call trees w/
    • +25,000 SFRJ 94.87/95.00/95.12 put flys vs. SFRJ3 94.87/94.93 put spd
  • Block, 25,000 SFRM3/SFRU3 94.68/94.75 put spd strip, 2.0 total, 0919ET
  • Block, 5,000 SFRZ3 94.68/94.75 put spds, 1.0 ref 95.62, 0917ET

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