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Early SOFR Option Roundup

STIR
Mixed overnight trade after better put buying Thursday faded the rally in underlying futures, chunky Jun'23 call spread covers the next FOMC on June 14.
  • Block, 7,500 SFRM3 94.56/94.62/94.68/94.75 put condors, 1.25
  • Block/screen, 30,000 SFRM3 94.87/94.93 call spds, 0.5 ref 94.74 to -.7425
  • 5,250 SFRH4 95.75/96.50 call spds vs. OQH4 97.50/98.25 call spds,
  • 3,000 SFRH4 96.00/OQH4 97.25 call spds
  • 1,500 SFRM3 94.62/94.75 put spds ref 94.865
  • 1,000 SFRM3 94.75/94.81/97.87/94.94 put condors ref 94.7325

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