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BUNDS

Underpinned post cash open

BRENT TECHS

(K3) Trend Direction Is Down

US TSY OPTIONS

FVJ3 109.75 Puts Lifted

ECB

de Cos crossing the wires

EUROZONE ISSUANCE

EGB Supply

EQUITY TECHS

E-MINI S&P (M3): Resistance At The 50-Day EMA Stays Intact - For Now

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Early SOFR/Treasury Option Roundup

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Option volumes well off Monday's pace, better put trade on net:
  • SOFR Options:
    • Block, 3,000 SFRM3 94.62/94.75 put spds, 3.25 ref 94.875
    • Block, 4,000 SFRN3 94.87/95.00 put spds, 6.0 vs. 94.945/0.10%
    • 3,600 SFRH3 95.00/95.06/95.18/95.25 put condors ref 95.09
    • Block, 4,000 SFRG3 95.12/95.18/95.25 put trees, 3.0 vs. 95.105/0.70%
    • Block, 3,000 OQH3 95.87/96.00 put spds, 8.0 ref 95.78
    • 2,000 SFRU3 95.06/95.12/95.18/95.25 call condors ref 94.985
  • Treasury Options:
    • 3,000 TYH3 114.25 calls, 27 ref 113-18
    • 2,600 wk2 TY 112.25/112.5/112.75/113 put condors ref 113-14.5
    • 2,400 FVJ3 108.25/109.75 put spds ref 108-31.75
    • 1,500 FVH3 106.5/107/108 broken put flys ref 108-15.25
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Option volumes well off Monday's pace, better put trade on net:
  • SOFR Options:
    • Block, 3,000 SFRM3 94.62/94.75 put spds, 3.25 ref 94.875
    • Block, 4,000 SFRN3 94.87/95.00 put spds, 6.0 vs. 94.945/0.10%
    • 3,600 SFRH3 95.00/95.06/95.18/95.25 put condors ref 95.09
    • Block, 4,000 SFRG3 95.12/95.18/95.25 put trees, 3.0 vs. 95.105/0.70%
    • Block, 3,000 OQH3 95.87/96.00 put spds, 8.0 ref 95.78
    • 2,000 SFRU3 95.06/95.12/95.18/95.25 call condors ref 94.985
  • Treasury Options:
    • 3,000 TYH3 114.25 calls, 27 ref 113-18
    • 2,600 wk2 TY 112.25/112.5/112.75/113 put condors ref 113-14.5
    • 2,400 FVJ3 108.25/109.75 put spds ref 108-31.75
    • 1,500 FVH3 106.5/107/108 broken put flys ref 108-15.25