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STIR FUTURES: BLOCK: SOFR Red Pack (SFRZ'5-SFRU6)

STIR FUTURES
  • Total 4,000 SOFR Red Packs (SFRZ5-SFRU6) +0.060 from 1402:36 to 1405:49ET. Most likely swap-tied receiver with short end spreads narrowing.
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  • Total 4,000 SOFR Red Packs (SFRZ5-SFRU6) +0.060 from 1402:36 to 1405:49ET. Most likely swap-tied receiver with short end spreads narrowing.