Recent Block/cross posts remain mixed: recent put buying looking for underlying to continue to reverse yesterday's banking crisis driven rally, call buyers looking for rebound on flat monetary policy guidance hopes.

  • 5,000 SFRU3 94.50 puts, 18.0 ref 95.37
  • 5,000 SFRN3 95.06/95.18/95.31 call flys, 0.75 ref 95.36
  • 13,000 SFRM3 97.75 calls, 4.0 ref 95.195
  • 6,000 SFRK3 94.37/94.50 put spds, 1.75 ref 95.15

STIR: Mixed SOFR Blocks

Last updated at:Mar-14 14:39By: Bill Sokolis

Recent Block/cross posts remain mixed: recent put buying looking for underlying to continue to reverse yesterday's banking crisis driven rally, call buyers looking for rebound on flat monetary policy guidance hopes.

  • 5,000 SFRU3 94.50 puts, 18.0 ref 95.37
  • 5,000 SFRN3 95.06/95.18/95.31 call flys, 0.75 ref 95.36
  • 13,000 SFRM3 97.75 calls, 4.0 ref 95.195
  • 6,000 SFRK3 94.37/94.50 put spds, 1.75 ref 95.15