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Feb'23 SOFR Strangles, Covered Calls

STIR
  • Screen/Block, 28,000 SFRG3 95.18 calls, 2.0 vs. 95.16/0.36%
  • Update, over +25,000 SFRG3 95.12/95.18 strangles, 4.0-4.5 ref 95.16
  • Block, 2,500 SFRZ3 96.00/97.00 call spds, 2.5 over 95.00 puts ref 95.545

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