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Early Eurodollar/SOFR/Tsy Option Roundup

US TSYS
  • SOFR Options:
    • 5,000 SOFR short Aug 97.00 straddles
    • Block, 5,000 SFRZ2 96.00/96.25 put spds, 7.0
  • Eurodollar Options:
    • 2,600 Jul 96.81/97.00 call spds
    • 2,000 Dec 98.00 puts, 5.0
  • Treasury Options:
    • 5,000 TYU2 121/123 1x2 call spds, 7
    • 13,500 wk3 TY 118/119 call spds
    • 9,000 FVQ 110 puts, 2.5
    • Blocks, +20,000 FVU 112.75 calls, 51-55

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