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Early SOFR/Treasury Option Roundup

US TSYS
  • SOFR Options:
    • +4,000 2QJ3 97.12/97.37 call spds, 7.75
    • 2,700 2QH3 96.87/97.37 2x3 call spds ref 96.80
    • 5,000 OQH3 95.25/95.75 put spds ref 95.92 to .915
    • Block, 2,500 OQH3 95.50/95.75 put spds, 8.0 vs. 95.955/0.13%
    • 2,100 SFRF 95.18/95.31 call spds
    • 3,000 OQF3 95.50/95.75/96.00 2x3x1 put flys ref 95.885
  • Treasury Options:
    • 4,000 USG 116/118 put spds legged, 4 ref 126-20 to -16
    • 1,000 TYG 114/115/116/117 call condors
    • 2,000 TYG 112.75/113.75 call spds vs. 111.5 puts

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