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BLOCK TRADE: SOFR

Newsquawk Staff ·

  • Options on Three-Month SOFR Futures (SR3V6) 2,500 of P96.125 sold at 0.27
  • Options on Three-Month SOFR Futures (SR3V6) 2,500 of the P96.00 bot at 0.195
  • Options on Three-Month SOFR Futures (SR3Z6) 2,500 of the P96.125 bot at 0.30
  • Options on Three-Month SOFR Futures (SR3Z6) 2,500 of the P96.00 sold  at 0.225
  • Three-Month SOFR Futures (SR3Z6) 125 sold at 95.925

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