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Early SOFR/Treasury Option Roundup

US TSYS
Latest Red Jun SOFR Block posted at 0806:29ET
  • SOFR Options:
    • Block, +3,500 SFRM4 93.00/94.00 put spds, 5.5 ref 96.41
    • 3,000 SFRZ2 95.56 calls, cab
    • Block, 5,000 short Jan 96.25 calls, 12.5 ref 95.98
  • Treasury Options:
    • 3.100 TYF 110.75 puts ref 113-30.5
    • 4,000 TYF 112/113 put spds, 17
    • 1,700 TYF 117 calls, ref 113-31

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