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STIR: Mixed Midday SOFR Options: Midcurve Call Spds, Front End Puts

STIR
  • +8,000 0QJ5/0QM5 96.50 call spds 9.0 ref 9643
  • +7,000 SFRH6 95.00/95.50 put spds 4 ref 96.42
  • +5,000 SFRJ5 95.68/95.75/95.81 put flys, 1.0 ref 95.985
  • +10,000 0QZ5 96.50/96.75/97.25/97.50 call condors 5.25 ref 96.395
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  • +8,000 0QJ5/0QM5 96.50 call spds 9.0 ref 9643
  • +7,000 SFRH6 95.00/95.50 put spds 4 ref 96.42
  • +5,000 SFRJ5 95.68/95.75/95.81 put flys, 1.0 ref 95.985
  • +10,000 0QZ5 96.50/96.75/97.25/97.50 call condors 5.25 ref 96.395