Free Trial

Latest SOFR Call Trade Outpaces Puts

STIR
  • Better call trade continues as underlying futures remain near highs
  • +51,100 (11k overnight, 40k in pit this morning) SFRZ3 94.87/95.00 call spds, 2.5 ref 94.71 to -.735/0.06%.
  • +10,000 SFRH4 96.00/97.00 call spds, 10.75 (+20k at 10.0 yesterday)
  • -15,000 OQQ3 96.00/96.25 call spds, 8.25 legs
  • 2,000 SFRQ3/SFRU3 94.62/94.68/94.75 call fly spd
  • 2,000 SFRZ3 94.75/94.87 call spds vs. 2QZ3 98.50/99.25 call spds
  • Recent put trade a bit more subdued
  • +10,000 SFRZ3 94.56/94.68/94.81 put flys, 2.25 ref 94.725
  • +4,000 OQU3 95.00/95.25/95.50 put flys, 2.5

To read the full story

Close

Why MNI

MNI is the leading provider

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.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.