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Early SOFR/Eurodollar/Treasury Option Roundup

US TSYS
Better put trade on net, modest volumes, however, with many sidelined ahead today's FOMC policy annc at 1400ET, Fed chair presser at 1430ET.
  • SOFR Options:
    • 2,000 SFRH3 96.50/96.75 call spds ref 95.005
    • 3,000 SFRF 95.25/95.75 call spds ref 95.00
    • Block, 2,000 SFRZ2 95.37/95.50/95.62/95.75 put condors, 5.0 ref 95.38
  • Eurodollar Options:
    • 8,000 Jun 94.75/95.25 put spds ref 94.735 to -.725
  • Treasury Options:
    • -5,000 TYZ2 109.25/111.75 strangles, 103-101
    • 4,000 TYZ 108/109 2x1 put spds
    • 1,750 TYZ2 106/107.75 put spds
    • over 15,000 TYZ2 108.75/110 put spds vs. 112.5 calls

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