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SOFR Call Fly, Vol Sales

STIR
  • +2,500 SFRZ3 95.50/96.00/96.50 call flys, 5.0 ref 95.635
  • -2,000 SFRZ3 95.62 straddles, 116.0 (SFRZ 95.50 straddle settled at 106.5 Mon)
  • Earlier two-way condor action:
  • 2,000 SFRN3 94.93/95.12/95.18/95.43 call condors, ref 95.21
  • 4,000 SFRK3 95.06/95.18/95.31/95.43 put condors, ref 94.935

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