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Early SOFR/Eurodollar/Treasury Option Roundup

US TSYS
Overnight trade seeing slightly better upside call interest with underlying adding to Wed's post-Powell rally w/ bonds leading this time. New position builds in Jan-Feb.
  • SOFR Options:
    • 2,000 SFRJ3 94.62/94.87 put spds vs. 95.37/95.62 call spds
    • Block/screen, 4,000 SFRF3 95.37/95.62 call spds, 1.75 ref 95.11
    • Block, 5,000 short Mar 95.00/95.25/95.50 put flys, 2.0 vs. 95.98
  • Eurodollar Options:
    • 2,000 Jun 94.75/95.25 put spds ref 94.865
  • Treasury Options:
    • 1,750 FVG 110.5 calls, 24 ref 108-29.75
    • 2,000 TYF 114 calls 20 over TYH 111 puts ref 114-05
    • 2,000 FVH 109.5 calls ref 108-29
    • 2,000 wk1 TY 113 puts 4
    • 2,500 TYF 110 puts, 4 total volume> 9.1k
    • 3,250 FVG3 104/104.5/106 broken put flys ref 108-26
    • 4,400 TYF 112.5/112.75/113.75 put trees
    • 2,500 screen/block FVF 111/112 4x5 call spds, 25 ref 108-28.5 to -28.25
    • 2,200 TYF 114 calls ref 114-01

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