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Early Eurodollar/SOFR/Treasury Option Roundup

US TSYS
  • SOFR Options:
    • 2,000 SFRZ2 96.12/96.37 put spds
  • Eurodollar Options:
    • 40,000 Dec 98.75/99.75 put spds ref 96.095-.105
    • 10,000 Dec 99.00/99.12 put spds ref 96.105
  • Treasury Options:
    • +5,000 USU 136 puts, 5
    • 3,000 wk3 TY 120 calls, 12 ref 119-19.5
    • 2,000 TYV 122 calls, 21

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