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Early Eurodollar/SOFR/Tsy Option Roundup

US TSYS
  • SOFR Options:
    • Block, 2,000 SFRQ2 96.75/96.87 put spds, 1.75
    • Block, 1,300 SFRQ2 96.81/96.87/96.93/97.06 call condors
  • Eurodollar Options:
    • 4,500 Dec 97.37 straddles
    • 1,250 Green Sep 96.87/97.00/97.12/97.25 put condors
    • 1,500 Green Aug 97.12/97.37/97.62 call trees
    • -2,000 short Dec 98.50 calls, 19.0
    • -1,000 Aug 97.00/97.25/97.50 call flys, 4.25
    • Block, 7,000 98.00/99.00 call spds, 2.0 ref 96.965
  • Treasury Options:
    • 2,000 TYU 120.75 calls, 104 ref 120-23.5
    • +4,000 USU 134/138 put spds, 25
    • +10,000 wk1 FV 112.5/113 put spds, 6-6.5
    • 7,000 wk5 TY 120.25 puts, 6

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