
[ROLLING HEADLINE] STIR FLOW:
- @ 05:26ET: 2.5k SR3K3 94.875/94.75/94.625 put flys blocked for 1.25
- @ 06:30-07:05ET: 7.9k SR3K3 94.9375/94.8125/94.6875 put flys blocked for 2.75
- @ 08:38ET: 10k SR3K3 94.75 puts blocked for 1 (Bloomberg reports 30k traded in pit, a cheap hedge for June hike pricing expiring next Friday)
- @ 10:12ET: 6k SR3N3 95.0625/94.9375/94.8125 put flys blocked for 2
- @ 11:08ET: 5k SR3M3 95.3125/95.4375/95.5625 call flys blocked for 0.25
- @ 12:35ET: 5k SR3K3 94.875/94.75/94.625 put flys blocked for 1.5
03 May 2023 - 17:48- Fixed Income- Source: CME
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