March 06, 2025 15:41 GMT
STIR: SOFR Option Update, Call Spread Volume Rises
STIR
- +20,000 SFRM5 96.50/97.25 call spds, 3.0 ref 95.975
- +20,000 0QU5 97.25/98.25 call spds, 8.25-8.5 ref 96.42
- -20,000 SFRU5 96.50/97.50 call spds, 11.5-11.0 ref 96.215
- -5,000 2QJ5 96.18/96.56 strangles, 17.5-17.0 ref 96.315
- +2,000 2QJ5 96.31 straddles 32.0 ref 96.315
34 words