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STIR: BLOCKs: Dec'24 SOFR Midcurve Call Spreads

STIR
  • Separate Green Dec'24 SOFR call spreads crossed:
  • 8,000 2QZ4 97.12/97.37 call spds, 2.5 ref 96.605 at 0747:55ET to -:57ET
  • 6,000 2QZ4 97.25/97.50 call spds 1.75/splits ref 96.605 at 0746:53ET
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  • Separate Green Dec'24 SOFR call spreads crossed:
  • 8,000 2QZ4 97.12/97.37 call spds, 2.5 ref 96.605 at 0747:55ET to -:57ET
  • 6,000 2QZ4 97.25/97.50 call spds 1.75/splits ref 96.605 at 0746:53ET