SOFR & ED BLOCKS:
SourceNewsquawk
SectionFixed Income
- @ 08:17-20ET: 7.5k S0H3 97 calls for 15 vs 5k S2H3 97 calls for 22
- @ 08:52ET: 7k SR3H3 at 95.65 (touted seller)
- @ 08:58ET: 12k SR3F3 96.375/96.625 call spreads for 3
- @ 13:06-07: 20k EDZ2 96/95.50/95.25/95.125 put condors for 36.5
- @ 13:16: 20k EDZ2 95.875/95.50/95.25/95.125 put condors for 24.5
- @ 14:09ET: 5k SR3M3 95.50/94 1x2 put spreads for 29
- @ 14:41ET: 5k SR3Z2 96/96.25 call spreads for 4.25
- @ 14:56ET: 10k SR3H3 96.25/96.875 call spreads for 9.5