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Early Eurodollar/SOFR/Treasury Option Roundup

US TSYS
  • SOFR Options:
    • 1,000 SFRH3 96.25/96.50 put spds vs. 96.75/97.00 call spds
    • 1,000 short Oct SOFR 96.50/96.75 put spds
    • 1,500 short Aug SOFR 96.68/96.75 put spds
    • 1,000 short Aug SOFR 96.00/96.12 put spds
  • Eurodollar Options:
    • 21,000 Dec 98.75/99.75 put spds, adds to appr 25k earlier in wk
  • Treasury Options:
    • +3,500 FVU 112.5 calls, 28 vs. 114-14.5/0.48%
    • 7,500 TYV 115 puts, 9
    • 8,000 TYU 121 calls, 8
    • 3,000 wk3 TY 118 puts
    • 6,000 FVU 113 calls, 13-14

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