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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
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  • +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