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STIR: Large Sep'25/Dec'25 SOFR Skew Spread Package

STIR

Checking direction on skew package:

  • 24,000 SFRU5 96.50/97.50 call spds ref 96.035 vs.
  • 12,000 SFRZ5 95.50 puts ref 96.07
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of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

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Checking direction on skew package:

  • 24,000 SFRU5 96.50/97.50 call spds ref 96.035 vs.
  • 12,000 SFRZ5 95.50 puts ref 96.07