[ROLLING HEADLINE] STIR FLOW:
- @ 07:18ET: 5k S0M3 95.75 puts vs 5k S2M3 96.625 puts for net 0.5 (flattener)
- @ 07:41ET: 14k SR3U3 at 94.66 (buyer)
- @ 08:32ET: 25k SR3M3 at 94.66 (buyer)
- @ 08:45ET: 3k S0M3 96.375/95.75/95.50 4x7x3 put flys blocked for 137
- @ 09:02ET: 5k S0M3 95.75/95.125/94.75 put flys blocked for 19
- @ 09:08ET: 20k SR3M3 94.4375 puts blocked for 4 vs 4.8k u/l at 94.64
- @ 09:08ET: 20k SR3M3 94.50 puts blocked for 5.5 vs 6k u/l at 94.64
- @ 09:18ET: 5k S0M3 95.75/95.125/94.75 put flys blocked for 19.5
- @ 09:18ET: 25k SR3U3 94.50/94 put spreads blocked for 14.5, covered against 7.5k u/l at 94.575
- @ 09:50ET: 5k S0H3 95.50 puts vs S2H3 96.625 puts blocked for 6
- @ 10:02ET: 42k S0M3 94.75/94.50 put spreads blocked for 3.5
- @ 09:53-10:03ET: 45k SR3Z3 94.25/94.75/95.875 call flys blocked for net 0
- @ 10:03ET: 11k SR3/ED Mar'23 spreads blocked at 8bps
- @ 10:17-18ET: 15k SR3Z3 94.625/94.375/94.125 put trees blocked for -0.5
24 Feb 2023 - 15:53- Fixed Income- Source: CME
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