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Early SOFR Roundup, Put Buyers, Large Vol Sales

STIR
Flurry of put spd buys and large vol sale Blocks after the bell, expiry's extending to the Red packs as markets reprice rate hike expectations post-FOMC policy pivot.
  • Blocks, 17,000 SFRZ3 97.50/98.00 call spds, 1.5 ref 95.74
  • Block, 5,000 SFRU4 93.00/95.00 put spds, 6.0 ref 97.045
  • Block, -5,000 SFRZ4 97.12 straddles at 115.0 ref 97.17
  • Blocks, -20,000 SFRZ3 95.68 straddles, 67.0 ref 95.745
  • Block, 5,000 OQH3 95.62/95.87 put spds, 3.0
  • Block, 5,590 SFRM4 94.50/95.50 put spds, 9.0
  • +5,000 SFRJ3 94.87/94.93/95.06 put trees, 2.5

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