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Recent SOFR Option Trade, Blocks

STIR
  • +10,000 SFRH4 94.75/95.25 call spds, 7.75 vs. 94.64/0.20%
  • Blocked put spreads below at 1003:37ET, posted as a double sale on CME site
  • 5,000 0QZ3 95.62/96.00 put spds 28.0 vs. 95.445/.20% vs.
  • 5,000 2QZ3 96.12/96.50 put spds, 24.5 vs. 96.08/0.10%

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