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Early Eurodollar/SOFR/Treasury Option Roundup

US TSYS
Mostly puts on modest volume, some light call trade. Many accts plying the sidelines ahead flood of CB policy annc this week lead by the FOMC (Wed) and BoE (Thu). Otherwise low volumes with with Japan out for one day holiday (Respect for the aged) and London banks closed for the Queen's funeral.
  • SOFR Options:
    • 2,000 short Aug 95.50/95.75 put spds vs. 96.75/96.87 call spds
    • 4,500 SFRF3 95.00/95.25 put spds ref 95.62
  • Eurodollar Options:
    • 2,100 Oct 95.56/95.68 call spds ref 95.42
    • 1,500 Nov 95.50/95.75 2x1 put spds
    • 2,000 Dec 94.75/95.00 put spds ref 95.43
  • Treasury Options:
    • +6,000 FVZ 110.5 calls 30-30.5 ref 108-30.75 to -31
    • 15,600 TYX 112 puts, 24-26 ref 114-13.5 to -10.5
    • 3,800 FVX 108 puts, 24.5
    • 10,000 TYX 112.5 puts, 30
    • 3,000 TYX 111/113 put spds

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