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Upside And Downside In SOFR

OPTIONS

Tuesday's US rates / bond options flow included:

  • 0QF3 95.62p, traded 14 in 40k, on Block buyer.
  • EDJ3 95.50c sold at 8 in 2k
  • SFRF3 95.18/95.06/94.93p fly, bought for 1.25 in 1k
  • SFRU3 97.25/98.50cs, bought for 4 in 15k (block)
  • TYF3 110.00/109.00ps, bought for 4 in 10k

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