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Mixed SOFR Trade Tuesday Ahead Of FOMC

OPTIONS

Tuesday's US rates options trade included:

  • SFRH4 9575/9675cs, bought for 9.25 in 10k ref 94.85.
  • SFRU3 98.50c, traded 0.25 in 5k
  • SFRV3 96.12c, traded 1.5 in 2.5k
  • SFRF4 94.56/94.37/94.18p fly, bought for 2.75 in 1k and 3 in 5k
  • SFRM4 95.75/96.75cs, bought for 17.25 in 10k (Same cs trades in H4 for 9.25)
  • 0QV3 95.75/95.37ps 1x2 traded 2 in 1.5k
  • 0QZ3 95.87/ 2QZ3 96.50 p spread, traded 1.5 in 13.5k
  • 0QZ3 95.50p, traded 24/22.5 in 5k

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