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Early SOFR/Treasury Option Roundup

US TSYS
Trade a little more mixed overnight, still better SOFR put positioning on net:
  • SOFR Options:
    • over 5,800 OQH3 96.37 puts ref 96.74
    • 4,000 3QH3 97.00/97.25 1x2 call spds ref 96.915
    • 2,000 OQH3 96.18/96.31/96.43 call trees
    • Block, 2,500 SFRU3 94.37/94.62/94.75/94.87 broken put condors, 0.0 ref 94.89
    • Block, total 16,000 OQM3 96.75/97.25 put spds, 8.0 vs.96.11/0.13%
    • Block, 2,500 SFRM3 94.62/94.75/94.87 put trees, 12.5 vs. 94.86/0.05%
  • Treasury Options:
    • Block, 15,000 wk3 TY 111 puts, 4 ref 112-28 (expire next Fri)
    • over 4,500 TYH3 113 puts, 42 ref 112-31.5
    • 3,000 TYH3 113.5 calls, 26 ref 113-02
    • 4,000 FVJ3 109.5/110.5 call spds, ref 108-19.25

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