Cointime reports: A London trader bought 10,000 lots of SFRZ6 95.75 puts at 7.25 in December 2026 SOFR options, hedging the risk that market pricing moves toward a 50-basis-point rate hike before the Dec. 9 FOMC meeting. Pricing currently implies about a 28bp hike premium. The December SOFR options expire Dec. 11, two days after the Fed decision. Cash markets were closed Wednesday, Nov. 11, for a U.S. holiday, keeping SOFR options flows light.
SOFR Options Trade Hedges Chance of 50bp Fed Hike in December
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