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Mixed SOFR Calls, Put Buys Post-Data

STIR
  • 2,250 SFRZ4 97.00/97.50/98.00 call flysref 95.755
  • +4,000 SRJ4 95.31/95.50 call spds v SRK4 95.00/95.06 call spd .75
  • -5,000 SRH4 94.62/94.75/94.87/95.00 call condor 7.5 ref 94.74
  • -5,000 SRJ4 95.25/95.50/96.00 call flys 1.0 ref 9502
  • +4,000 SRJ4 95.00 puts 12.0 vs. 95.00/0.48%
  • +5,000 SRM4 94.87 calls v 0QM4 96.50 calls 2.0

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