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SOFR Options Roundup

STIR
Sep'24 call spread preceded by flurry of chunky, two-way call plays in the last half hour:
  • Block, 10,000 SFRU4 95.31/95.50 call spds, 0.75 ref 95.09, crossed at 0939:20ET
  • +20,000 SFRU4 95.37/95.43 call spds, 0.25 ref 95.085
  • -30,000 SFRH5 96.75/97.75 call spds 12.0 ref 96.235
  • -20,000 SFRZ4 96.00/97.00 2x3 call spds 15.0 ref 95.735
  • +6,000 SFRU4 95.00/95.12/95.25 call flys, 1.75 ref 95.0875
  • 10,000 SFRU4 95.06/95.12/95.18 call flys, 2.0 ref 95.0825

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