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Early SOFR/Treasury Option Roundup

US TSYS
Pared overnight, better put volume in SOFR options
  • SOFR Options:
    • 1,000 OQJ3 95.37/95.62/95.75/96.00 put condors ref 95.83
    • 2,000 SFRJ3 95.12/95.18 call spds ref 95.055
    • 2,000 3MG3 111.25/111.5/112.25/112.5 put condors, 6.0 ref 112-12
    • 3,000 SFRZ3 94.00 puts, 8.5 ref 94.99
    • 2,600 SFRM3 95.18 calls, 1.25 ref 94.745
    • 1,500 SFRM3 95.06/95.18/95.31 call flys ref 94.745
    • Block, 3,000 OQH3 94.87/95.25 2x1 put spds, 6.0 vs 95.40/0.12%
  • Treasury Options:
    • over 3,700 TYJ 113 puts, 38 ref 112-31.5
    • 3,000 TYH3 111 puts, 5 ref 112-15
    • 2,600 TYJ3 114.5 calls, 28 ref 113-02
    • 2,500 TYH3 111.25/113.5 call spds, 111 ref 112-13.5

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