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STIR: BLOCK, Mar'25 SOFR - Earlier this morning/ post ny close

STIR
  • 10,000 SR3H5 96.375 calls, '21 vs. 96.035/0.28% from 05:36 - 05:37 AEST
  • This was post heavy SOFR volumes late in the US session particularly in the White pack w/SFRU4 >606k; SFRZ4 >820k; SFRH5 and SFRM5 >540k
  • increase in volumes look to be link to the following headline "ISRAELI MILITARY SAYS WARNING SIRENS SOUND IN NORTHERN ISRAEL" - BBG

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