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STIR
  • Mixed overnight trade, carry-over upside call structure buying as underlying rebounds, risk-off on heavy European bank selling.
  • Block, 5,000 SFRU3 97.00/97.50 call spds, 11.5
  • Block, 5,000 SFRK3 94.50/94.87/95.25 put flys, 6.0 ref 95.68
  • Block, 2,626 SFRK3 94.93 puts, 29.0 vs. 95.49/0.30%
  • over 32,500 SFRJ3 95.75 calls ref 95.08 to -.10
  • over 12,700 SFRJ3 95.31 calls, ref 95.065 to .055
  • 9,500 SFRZ3 97.25/974.62/98.00 call flys ref 95.535 to -.545
  • 7,000 SFRN3 94.62 puts, ref 95.36 to -.365
  • over 72,900 SFFRJ3 94.75 puts

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