February 10, 2025 15:50 GMT
STIR: SOFR Option Update
STIR
More put structures and vol sales:
- +15,000 SFRN5 95.25/95.37/95.62 2x3x1 broken put flys, 0.75/wings over and bid
- -5,000 SFRU5 9593 straddles 39.5 ref 95.945
- -8,000 0QJ5 9550 puts, 2.0 vs 96.08/0.10%
- +8,000 SFRK5 95.62/95.68/95.75 put flys 1.75
- +10,000 SFRK5 95.68/95.75/95.81 put flys 1.5-1.75
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