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Latest SOFR Options: More Puts While Dec Call Spread Returns

STIR
  • 4,500 SFRM3 94.62/94.68/94.75 put flys
  • 2,000 SFRV3/SFRZ3 94.68/94.93/95.12 put tree spds
  • 1,250 SFRZ3 96.00/97.00 call spds ref 95.00 -- adds to appr +40k from 10-10.5 Wednesday, open interest +23,527 in the 96.00 calls, +6,851 in the 97.00 calls as a result.

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