April 26, 2024 12:57 GMT
Post-Data SOFR Options
STIR
Two-way put spreads and call buying as underlying futures scale back from post-data highs.
- +15,000 SFRH4 94.43/94.56 put spds 2.75 ref 95.20
- -8,000 SFRZ4 94.68/94.81 put spds 5.0 ref 95.01
- +5,000 0QM4 96.50 calls 1.5 ref 95.345
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