February 04, 2025 14:24 GMT
STIR: SOFR Option Update
STIR
- -4,000 SFRM5 95.75/95.87 put spds 2.75 over SFRJ5 95.68/95.81 put spds
- +2,500 SFRZ5 95.50 puts, 10.5 vs. 96.015/0.24%
- -2,500 SFRZ5 96.00/96.50/97.00 call fly w/ 95.00/95.50/96.00/96.60 put condor, 35.25 total ref 96.02
- +10,000 SFRH5 96.25 calls vs -5,000 SFRK5 97.00 calls, 0.25 net
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