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Early SOFR/Treasury Option Roundup

US TSYS
Mixed trade on lighter opening week volumes, chunky 5Y call leads
  • SOFR Options:
    • Block, 3,625 SFRN3 94.00/94.50 3x2 put spds, 11.0 net ref 94.86
    • 6,165 SFRU3 94.87/95.31 strangle vs. EDM3 94.62 puts
    • 5,000 SFRH3 95.12 calls, 1.75 ref 95.0675
  • Treasury Options:
    • 4,850 TUH3 102/102.75 put spds, ref 102-05.5
    • 15,000 FVH3 109.5 calls, 2.5 ref 107-26.75
    • 2,600 FVH3 107 puts, 11 ref 107-27
    • 2,600 FVH3 106/106.5 put spds, 3 ref 107-27
    • 2,500 TYH3 110.5/111.5 put spds, ref 112-22
    • 2,000 wk3 TY 111.5/112 put spds, ref 112-22.5

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