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Early Eurdollar/SOFR/Treasury Option Roundup

US TSYS
  • SOFR Options:
    • Block -14,876 SFRH3 96.25 straddles, 75.0
    • +20,000 SFRZ2 97.00/97.25/97.50 call flys, 0.5 vs. 96.40/0.05%
  • Eurodollar Options:
    • 2,000 Dec 95.81/95.93 put spds
    • 6,000 Green Sep 96.25 puts
  • Treasury Options:
    • -7,000 TYV 116.5 puts 3 over TYV 118/119.5 call spds
    • 1,000 TYU 117/117.75/118.5 put flys, 31
    • 2,000 TYU 118.25/118.75 call spds, 5
    • Block, 5,000 TYZ 123.5/124.5 call spds, 6

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