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Early SOFR/Eurodollar/Treasury Option Roundup

US TSYS

Better call trade on net as underlying continues to surge day ahead FOMC annc.

  • SOFR Options:
    • Block, 8,000 SFRM3 95.25/95.62/96.00 call trees, 2.0 net ref 95.16
  • Eurodollar Options:
    • over 5,600 Dec 95.06/95.25/95.43 call flys
  • Treasury Options:
    • 4,000 wk2 30Y 117/119/121 put flys
    • 2,400 FVZ 108.25/109/111 broken call flys
    • Block, 5,000 TYZ 110 puts, 36 ref 111-13
    • Block, 5,000 TYZ 107/110 put spds, 34 ref 111-05.5
    • over 10,300 TYZ2 112.75 calls, 24-26 ref 110-24.5 to -31

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