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Early Option Roundup

US EURODLR OPTIONS
  • 2,000 Dec 95.25 puts, 2.5
  • 3,000 short Aug 97.75/98.25 call spds
  • 3,000 Aug 97.31/97.50 put spds
  • 4,000 Dec 96.50/96.75 put spds

SOFR OPTIONS:

  • +10,000 SFRN2 97.37/97.50 put spds, 2.25 ref 97.595
  • -5,000 short Mar 98.50/99.00/99.50 call trees, 1.5

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