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US SFR Morning Options

STIR

US Morning Options, fairly active, despite the very low volumes in futures, with Europe out today, most notable ones:

  • SFRM4 94.75/94.81cs, traded half in 10k.
  • SFRU4 94.56/94.43/94.31p fly, traded half in 9k.
  • SFRU4 94.81c, traded 12.5 in 4k.
  • SFRV4 94.25/94.00ps traded 1.5 in 14k.
  • SFRZ4 94.68p traded 13 in 4k.
  • 0QU4 95.12/95.00ps traded 4.5 in 5k.
  • 2QZ4 96.37c traded 17.5 in 8.5k, also traded 17.5 in 5k on Block.

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