Free Trial

Early Eurodollar/SOFR/Treasury Option Roundup

US TSYS
Relatively modest overall volumes despite the heavy action in underlying rates this morning, 2YY making new 15Y high of 4.2657%. Option trade mixed with some accts looking to fade this morning's continued sell-off:
  • SOFR Options:
    • Block/screen 10,000 SFRZ2 96.00/96.25 call spds, 2.0
  • Eurodollar Options:
    • 10,000 Mar 95.00/95.50 2x1 put spds
    • 15,000 Sep 95.00 puts vs. 12,000 Mar 95.75 puts
  • Treasury Options:
    • +9,000 TYX 114 calls, 26-27
    • 5,000 TYZ 111 puts 114
    • 4,000 FVV 107.75 calls, 2
    • Block/screen, 14,000 FVX 107.25 puts, 33.5-34
    • Block, 10,000 TYX 111.5 puts, 41
    • 7,000 TYX 111/111.5 put spds

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.