May 20, 2024 14:19 GMT
SOFR Call Volume Picks Up
STIR
Relatively slow start to the week for SOFR options, call interest picks up as option accts discount weaker price action in underlying this morning.
- +15,000 SFRH5 97.00/98.00 call spds, 3.5 ref 95.34
- +7,000 SFRU6 96.37/96.87 call spds, 18.0 vs. 96.06/0.10%
- -5,000 SFRM4 94.81 calls, .75 ref 94.69
- -5,000 SFRM4 94.62/94.68 put spds vs. 94.75/94.81 call spds, 1.25
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