Free Trial

SOFR Options Segue to Calls

STIR
SOFR option trade has segued from better downside puts in early trade to upside calls in late morning trade as underlying futures continue to pare losses - extending top end session range. Latest trade includes:
  • +30,000 SFRK4 96.00 calls, 0.5
  • -7,500 0QN4 95.00 puts, 6 vs. 95.585/0.18%
  • +4,000 SFRM4 95.25/95.75 call spds, 0.75 vs. 94.74/0.06%
  • +5,000 SFRU4 95.12/95.25 call spds, 2.0 vs. 94.90/0.05%

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.