Free Trial

SOFR Option Roundup

STIR
Better put volumes overnight precede recent, large Mar'23 midcurve call fly:
  • 26,000 OQH3 96.75/97.00/97.25 call flys, ref 96.21 - .205
  • Block, 3,000 SFRZ3 96.00/96.25 call spds 2.0 over 3QM3 97.75/98.00 call spds
  • Blocks, 10,000 SFRM4 94.00/95.00 put spds, 5.0 ref 96.71
  • Blocks, 10,000 SFRH4 94.00/95.00 put spds, 6.0-5.5 ref 96.215
  • 4,000 OQG396.25/96.37/96.50/96.62
  • 15,000 SFRJ3 95.00/95.06/95.12 put flys
  • 4,500 OQH3 96.75/97.00/97.25 call flys, ref 96.195
  • Block/screen, 13,500 SFRJ3 95.00/95.06/95.12 put flys, 0.5 ref 95.14
  • Block, 5,000 SFRK3 94.75/94.87 put spds, 0.75 ref 95.14
  • Block, 2,500 SFRM3 94.62/94.81 put spds, 1.0 ref 95.14

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.