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Recent Blocks, Post PPI SOFR Trade

STIR
  • Block, 12,000 SFRM3 97.00/98.00 call spds, 21.0 ref 96.03
  • Block, 6,000 2QJ3 96.25 puts, 10.0 ref 96.65
  • Earlier post-data trade:
  • 5,500 3QZ3 96.00/96.25 put spds ref 96.83
  • 5,000 SFRZ3 98.00/99.00 1x2 call spds (volume in both legs>30k)
  • over 8,000 SFRK3 95.00/95.50 2x1 put spds

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