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SOFR Strip Blocked In Asia

STIR

Asia-Pac block flow included what looked like a block buy of the SFRH4-U7 strip.

  • Largest clip was 6K in SFRM4, with the smallest being 100 lots in SFRU7.
  • DV01 $785K.
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Asia-Pac block flow included what looked like a block buy of the SFRH4-U7 strip.

  • Largest clip was 6K in SFRM4, with the smallest being 100 lots in SFRU7.
  • DV01 $785K.