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Early Eurodollar/SOFR/Treasury Option Roundup

US TSYS
Slow to get underway, still centered around better put trade, Sep Tsy options expire next week Friday.
  • SOFR Options:
    • 3,500 short Aug SOFR 96.00/96.25/96.50 put flys
    • 3,500 SFRZ2 95.00/95.50/96.00 put flys
    • 1,500 SFRZ2 96.18/96.31 put spds
  • Eurodollar Options:
    • 2,000 Oct 96.00 puts, 12.5
    • 3,500 Dec 96.25 calls, 17.0 ref 96.10
  • Treasury Options:
    • +5,000 wk1 US 136 puts, 21-23
    • 3,200 TYU 119 puts, 47 ref 118-22.5
    • 5,300 TYU 119 puts, 33
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