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Early SOFR/Treasury Option Roundup

US TSYS
Better put volumes in SOFR options on net while Tsy options see better call, call spd trade overnight, notably the Feb 5Y call fly opener
  • SOFR Options:
    • over 5,800 2QH3 96.50/96.75 put spds, ref 97.11
    • 6,000 SFRG3 95.00/95.12 put spds, ref 95.165
    • 6,000 OQG3 95.75/96.00 put spds ref 96.075
    • 1,500 SFRG3 95.06/95.18/95.31 call flys, ref 95.16
    • 2,500 SFRN3 95.31/95.75 2x3 call spds ref 95.27
    • over +22,900 SFRH3 95.12 puts, 2.5 ref 95.16
    • 15,000 SFRH3 95.25/95.31 call spds ref 95.16
  • Treasury Options:
    • 24,000 FVJ3 112.25/112.75/113.25 call flys ref 109-31.75 - opener
    • over 5,100 TYYH3 115.75 calls, 26 ref 114-26
    • over 5,700 TYH3 116.5 calls, 12 ref 114-28.5 to -29
    • 3,000 TYH3 115/116 call spds ref 114-19.5
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