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Latest SOFR Options Post-Data

STIR
  • Ratio put spreads and upside Dec call calendar spread/spread
  • +3,500 OQU3 95.37/95.75 2x1 put spds, 2.5 ref 95.67
  • +5,000 SFRM4 93.75/94.50 2x1 put spds, 7.5 ref 95.25
  • +3,000 SFRZ3/SFRH4 97.00/97.75 call spd spd, 2.0 net, March over

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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.

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.