September 13, 2023 13:59 GMT
Post-Data SOFR Call Option Roundup
STIR
- +5,000 0QZ3 96.00/96.25 call spds, 5.25
- +5,000 SFRU4 95.25/95.50/95.87/96.12 call condors, 3.75
- +2,000 SFRZ4 95.62/96.62 call spds, 29.75-30
- -7,000 SFRV3 94.56/94.62/94.68/94.75 call condors 2.5-2.25
- 3,000 SFRU4 97.50/97.75 call spds ref 95.265
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