Free Trial

SOFR Upside Call Interest

STIR
Pick-up in upside call interest as underlying remains strong post-BOC, paper pricing Red Mar'24 SOFR 97.00/97.50/98.00 call flys ref 96.175, getting 3.5 bid/at 4.0.
  • Trading desks eying other less limited upside call spds and outright calls as they mull potential for more dovish Fed guidance after the Feb 1 meeting.

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.