September 04, 2024 12:24 GMT
US SFR Morning Option trades
STIR
- SFRU4 95.00p, bought for 1.25 and 1.5 in ~18k.
- SFRU4 95.00/95.12/95.25c fly, traded 2 in 3k.
- SFRU4 95.18/95.28cs vs 95.00p, traded half and 0.75 for the cs in 25k.
- SFRU4 95.06/95.12/95.18/95.25c condor, traded for 0.75 in 14k.
- SFRU4 95.12/95.06/95.00p ladder, traded 2.5 and 2.25 in 8k.
- SFRV4 96.06/96.18/96.31c fly, traded 0.75 in 10k.
Block trades:
- SFRU4 95.00/94.93ps vs 95.18/95.25cs, traded 1.25 for the cs in 3k.
- SFRU4 95.18/95.31cs with 95.25/95.37cs strip, traded for 4.75 in 10k.
- SFRZ4 95.00/94.93ps, traded 0.25 in 6k.
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