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STIR: Large Cross-Platform Jun'25 SOFR Call Spread Sale

STIR
  • Appr -50,000 SFRM5 96.12/96.62 call spreads sold between 4.0-4.25 between the pit, screen and Block screen (38k on latter to be exact) vs. 95.895 on a 0.18% delta.
  • Open interest at 120,563 and 147,361 in the 96.12 and 96.62 call strikes respectively.
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  • Appr -50,000 SFRM5 96.12/96.62 call spreads sold between 4.0-4.25 between the pit, screen and Block screen (38k on latter to be exact) vs. 95.895 on a 0.18% delta.
  • Open interest at 120,563 and 147,361 in the 96.12 and 96.62 call strikes respectively.