Trial now

Rare SOFR Futures Activity In Early Asia Trade


(U1) Needle Points North


Twist Steepening On Monday

Sign up now for free access to this content.

Please enter your details below and select your areas of interest.

Thursday's options flow included:

  • RXU1 174.50/172.50ps bought for 37 in 8.4k, also earlier for 39/40 Total 16.8k all day
  • RXU1 174.50/173.50ps 1x1.5, bought for 11 in 2k
  • RXU1 166.5p bought for 1 in 1.7k
  • RXV1 171.50/170.00/169.00/166.50 broken put condor vs 175.00/176.50cs, bought the condor for 1 in 4.7k.
  • DUU1 112.20/112.10/112.00p fly, bought for 1 and 1.5 in 3k
  • DUU1 112.20/112.10ps 1x2, bought for 1 in 1k
  • DUU1 112.30/20ps 1x2 bought for 2.75 in 5k
  • DUU1 112.20/112.10ps, bought 1.5 in 10k
  • 3RU1 100.25/100.12ps 1x2, bought the 1 for 0.75 in 10k
  • 3RH2 100.25/100.12/100p fly, bought for 1.75 in 1k
  • 3RU1 100.25/100.12ps 1x2, bought the 1 for 1 now in 4k - Bought 10k for 0.75 earlier
  • LH2 99.87/100/100.12c fly, bought for 0.75 in 4k
  • 2LZ1 99.25 p bought up to 9.75 in 9k
  • 2LZ1 99.12/99.00ps (ref 99.33) vs 0LZ1 99.25/99.12ps, bought the 2yr for 1.25 in 5k