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Early Eurodollar/SOFR/Treasury Option Roundup

Overnight trade roundup has better put volumes in 5- and 10Y Treasury options as underlying futures holding weaker ahead the Sep jobs report.
  • Treasury Options:
    • Block, 9,000 wk1 TY 110.75/111.25 put spds 8 ref 111-24.5
    • 8,000 TYZ 111.5 puts, 132
    • Block, 1,250 FVZ2 106.75/107.5/107.75 put trees on a 8x3x3 ratio
    • 5,000 FVZ2 106.75 puts, 58.5 ref 107-04.5
  • SOFR Options:
    • 12,250 SFRH3 96.50/97.00 call spds ref 95.425
    • 8,000 SFRF3 95.00/95.12 put spds, ref 95.45
  • Eurodollar Options:
    • 5,000 short Dec 95.62 calls, 8.0

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