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SFRU3 94.8125/94.9375 Call Spread Blocked

STIR

Latest block trade lodged at 10:38:06 London/05:38:06 NY:

  • SFRU3 94.8125/94.9375 call spread 2.5K lots blocked at 3.5. CME email suggests a buyer of the call spread. Covered vs. selling of the underlying SFRU3 at 94.735 with a delta of +9%.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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