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Overnight Trade, Including SOFR Options

US EURODLR OPTIONS
  • 4,800 short May 96.31/96.44 put spds ref 96.645
  • +1,000 short May 96.37/96.50 3x2 put spds, 3.0 re 96.645
  • SOFR Options:
  • +5,000 SFRU2 97.00/97.25 put spds, 3.0 ref 97.68
  • +3,000 SFRU2 97.37/97.50/97.62 put flys, 1.75 ref 97.675

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