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Mixed SOFR Trade As Fed Week Begins

OPTIONS

Monday's US rates options flow included:

  • 0QU3 96.25c, bought for 35 in 5k
  • SFRM3 94.75/94.87/95.00c fly, sold at 4 in 2k
  • SFRM3 94.81/94.87cs, bought for 1.25 in 5k
  • SFRM3 94.75/94.81cs traded for 3.25 in 3.5 in 7.5k.
  • SFRM3 94.75/94.81/94.87c fly, traded 2.25 in 4k.
  • SFRM3 94.7500/94.6875 put spread paper paid 2.0 on 2.5K, looks like a buyer
  • SFRM3 94.81/94.75/94.68p fly traded 1.25 in 3k.
  • SFRM3 94.87/94.81/94.75p fly traded 2.25 in 1k.
  • SFRN3 94.31/94.18ps, traded 1 in 4k.
  • SFRU3 94.25/94.00ps 1x2 traded -0.25 in 3k.
  • SFRU3 95.375/95.250 put spread, 6K lots blocked at 11.0. Looks like a seller
  • SFRZ3 94.87/94.75/94.62/94.50p condor traded 2.5 in 3k.
  • 0QM3 95.56/95.43ps, traded 3 in 3.5k.
  • 0QZ3 95.62/95.37/95.12p fly traded 5.5 in 2.5k.
  • 0QZ3 98.75/99.00cs traded 1 in 6k.

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