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Early SOFR/Treasury Option Roundup

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Modest late week option volumes, SOFR seeing more consistent call spd interest, Tsy options mixed w/ underlying futures holding weaker on narrow range.
  • SOFR Options:
    • Block, 4,000 SFRZ2 95.56/95.75 call spds, 0.75 ref 95.46
    • Block, 4,000 SFRU3 96.50/97.50/98.50 call trees, 4.5, more on screen, ref 95.205
    • Block, 17,500 SFRU3 97.25/98.50 2x3 call spds, 5.5, 2-leg over, ref 95.19
  • Treasury Options:
    • 2,500 TYF 112.5/114 1x2 call spds, 0-1
    • Over 6,300 TYF 114 calls, 39 ref 112-20.5
    • 2,300 TYZ 111.5 puts, 10 ref 112-14
    • 1,764 TYF 108/110 3x2 put spds
    • Over 7,500 TYZ 112.75 calls, 20 last
    • 8,500 TYZ 111.5/112 2x1 put spds ref 112-20
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Modest late week option volumes, SOFR seeing more consistent call spd interest, Tsy options mixed w/ underlying futures holding weaker on narrow range.
  • SOFR Options:
    • Block, 4,000 SFRZ2 95.56/95.75 call spds, 0.75 ref 95.46
    • Block, 4,000 SFRU3 96.50/97.50/98.50 call trees, 4.5, more on screen, ref 95.205
    • Block, 17,500 SFRU3 97.25/98.50 2x3 call spds, 5.5, 2-leg over, ref 95.19
  • Treasury Options:
    • 2,500 TYF 112.5/114 1x2 call spds, 0-1
    • Over 6,300 TYF 114 calls, 39 ref 112-20.5
    • 2,300 TYZ 111.5 puts, 10 ref 112-14
    • 1,764 TYF 108/110 3x2 put spds
    • Over 7,500 TYZ 112.75 calls, 20 last
    • 8,500 TYZ 111.5/112 2x1 put spds ref 112-20