Free Trial

Early SOFR/Treasury Option Roundup

US TSYS
  • SOFR Options:
    • 2,000 SFRM3 94.12/94.25/94.50 broken put flys
    • Block, 8,880 SFRJ3 94.68/94.75 put spds, 1.25 vs. 95.07
    • 1,900 OQJ3 96.50/96.75/97.25/97.50 call condors
    • Blocks, total 16,000 SFRH3 95.25/95.43 call spds 2.5 ref 95.11-.105
    • Block, 1,250 SFRF3 95.06 calls, 6.5 ref 95.105
    • Blocks, total 8,000 SFRZ3 96.50/97.00 call spds, 7.0 vs. 95.60
    • 4,000 SFRJ3 94.50/94.75/95.37/95.62 call condors
    • Block, 4,000 SFRM3 94.75/94.87/95.00 put flys, 1.75 ref 95.065
    • 25,000 SFRH3 95.31/95.43 call spds ref 95.10-.11
  • Treasury Options:
    • 3,500 USG3 126 puts vs. USH3 1121/125 put spds, 10 net March over
    • 10,000 TYG 114.25/115.25/116.25 call flys ref 114-03
    • 2,000 TYH 109.5/111 put spds, 9 ref 114-02
    • 2,000 FVG 107/108 put spds, 7.5 ref 108-29.5
    • 5,100 FVH 110/112 call spds ref 109-01.5

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.