SOFR Trade Discussion
Currently SFRZ5Z7-SFRZ6Z8 earlier was priced at -16.5bps. Looks like double butterfly long could be an attractive trade. Feel free to disagree, but this or Z5Z6Z7 fly sell Z6 vs wings also looks nice.
Currently SFRZ5Z7-SFRZ6Z8 earlier was priced at -16.5bps. Looks like double butterfly long could be an attractive trade. Feel free to disagree, but this or Z5Z6Z7 fly sell Z6 vs wings also looks nice.
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