Free Trial

Early SOFR/Eurodollar/Treasury Option Roundup

US TSYS
Limited option volume as yet, though underlying futures more liquid with London back on-line.
  • SOFR Options:
    • 2,500 OQF3 96.25 calls, 4.5 ref 95.935
    • 2,000 OQJ3 96.75/97.00 call spds ref 96.31
  • Eurodollar Options:
    • 4,000 EDM3 94.75 puts, 18.5 ref 94.87-.875
  • Treasury Options:
    • 5,000 wk5 TY 112.25 puts, 10 ref 112-20
    • 1,500 TYG 109.75 puts ref 112-17.5
    • 4,000 TYH 107.5/108/109 broken put flys ref 112-16 to -16.5
    • 1,250 TYG 111 puts vs 112.75/114 call spds, 0.0 ref 112-16.5

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.