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Early SOFR/Eurodollar/Treasury Option Roundup

US TSYS
Modest volumes so far with underlying futures trading weaker ahead Personal Income/Spending data at 0830ET.
  • SOFR Options:
    • 2,000 SFRZ3 96.50/97.00/97.50/98.00 call condors ref 95.59
    • Block/screen, 7,500 OQH3 95.62/95.87 put spds, 6.0 ref 96.085
    • 5,000 SFRM4 98.25/98.50 call spds, ref 96.555
  • Eurodollar Options:
    • 10,000 EDM3 94.75 puts, 5.5 ref 94.92
  • Treasury Options:
    • 10,000 TUH3 102.25 puts, 4 ref 102-27
    • over 6,000 FVH 109 puts, 27.5-29.5 ref 109-10.25 -10

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