January 22, 2025 16:05 GMT
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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