STIR: SOFR Option Update
May-15 13:41
Latest call spread positioning and put sales as underlying futures continue to extend highs while projected rate cut pricing gains slightly vs. morning levels (*) as follows: Jun'25 steady at -2.1bp, Jul'25 at -10.3bp (-9.8bp), Sep'25 at -25.1bp (-22.8bp), Oct'25 at -38.3bp (-35.3bp), Dec'25 at -53.9bp (-50.0bp).
- -10,000 SFRU5 95.50 puts, 0.5 vs. 95.96/0.05%
- +10,000 SFRZ5 95.37/95.50 put spds, 0.75 ref 96.21.
- +6,000 SFRZ6/0QZ5 96.75 call spds vs. 3,000 SFRZ6/0QZ5 97.25 call spds, 21 net
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FED FUNDS FUTURES: CORRECTION BLOCK Direction
Apr-15 13:29
-20,000 FFJ5 95.6725, was bid at the initial cross time of 0919:12ET, DV01 $833,000; the April serial contract trades 95.6725 last (-.0025)
EQUITIES: US Cash Opening calls
Apr-15 13:24
SPX: 5,412.8 (+0.1%); DJIA: 40,526 (+0.0%/+2pts); NDX: 18,838.3 (+0.2%).
FED FUNDS FUTURES: BLOCK: Large Apr'25 FF Buy
Apr-15 13:24
- +20,000 FFJ5 95.6725, post time offer at 0919:12ET, the April serial contract trades 95.6725 last (-.0025)
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