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Early SOFR/Eurodollar/Treasury Option Roundup: Better Calls

Better upside call trade so far with underlying futures near session highs.
  • SOFR Options:
    • +5,000 SFRZ3 97.00/98.00 call spds, 9.25 ref
    • Block, 4,444 SFRU3 97.00/98.00 call spds, 4.5
    • Block, 3,870 SFRH4 97.00/98.00 call spds, 15.5
    • 2,200 SFRG3 94.25/94.75/95.00 broken put flys
    • Block, total 5,500 SFRF3 95.06/95.12/95.18/95.25 call condors, 0.75
    • 2,100 SFRH3 95.25/95.50/95.75 call flys
  • Eurodollar Options:
    • 3,000 Dec 95.00/95.12 call spds
  • Treasury Options:
    • 3,600 TYH3 117.5 calls, 25
    • 2,100 TYG 115/118 call spds

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