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OPTIONS: US SOFR Options Roundup

OPTIONS

Friday's US SOFR Options flow included:

  • SFRU4 95.06/95.00ps 1x2, bought for 1.75 in 4k
  • SFRU4 95.18/95.31/95.43c fly bought for 1.75 in 2k.
  • SFRX4 95.18/94.87ps bought for half in 5k
  • SFRZ4 95.18/94.87ps, bought for 1 in 2.5k
  • SFRM5 97.00/9750cs sold at 10.5 in 2.5k.
  • 0QU4 96.37/96.87cs vs 2QU4 96.75/97.25cs, sold the 1yr at 10 in 2.5k.
  • 0QV4 96.68/96.63ps 2x3, bought for 14.25 in 5k

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