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Early SOFR/Treasury Option Roundup

US TSYS
Pick-up in SOFR options vs. Block/cross after better Tsy option volume overnight:
  • SOFR Options:
    • Block, 1,250 SFRM3 94.62/94.75/94.87 put flys, 0.75 ref 95.09
    • Block, 2,000 SFRU3 94.62/94.75/94.87/95.00 put condors, 2 net ref 95.255
    • Block, 7,500 SFRM3 94.50 puts .25 over OQM3 94.75 puts
    • 4,000 SFRH3 95.25/95.43 call spds ref 95.14
    • 5,750 SFRU3 95.00/95.50/96.00 call flys
  • Treasury Options:
    • over 7,600 wk3 TY 116 calls ref 114-18
    • 4,700 TYG 114.25/116.25 call spds ref 114-18
    • 2,500 TYG 115.5 calls, 14 ref 114-18
    • Over 8,500 wk3 TY 114 puts, 15
    • 3,500 TYH 115.5 calls, ref 114-19
    • over 6,800 TYG 116 calls, 8-10 ref 114-21.5
    • over 6,400 TYG 114.25 puts, 26-30
    • 5,000 TYG 115.25 calls, 23 ref 114-23.5
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