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Mixed SOFR Blocks

STIR
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

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