August 13, 2024 12:05 GMT
More SOFR Puts Ahead Open
STIR
Underlying continues to firm ahead this morning's PPI data:
- Block, 3,000 SFRU4 95.00/95.12/95.25 put trees, 6.0 ref 95.13
- 2,000 SFRU4 95.00/95.06/95.12 put flys ref 95.135
- 1,250 SFRU4 94.93/95.00/95.06 put flys ref 95.135
- Update, total +12,000 SFRH5 95.50/95.75/95.87/96.12 put condors, 6.0 ref 96.195
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