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Early SOFR/Treasury Option Roundup

US TSYS
  • SOFR Options:
    • 1,300 SFRM3 94.75/95.00/95.25 call trees
    • over 3,000 SFRU3 94.25/94.50 put spds, 6.0 ref 94.82
    • over 9,900 SFRM3 94.62 puts/94.93 calls (strangle or comb - checking)
  • Treasury Options:
    • 1,300 FVJ3 105/106.5/107.5 put flys ref 107-30.5
    • over 10,000 TYJ3 110 puts, 13 ref 112-25
    • 1,500 TYJ3 109.5/110/111 broken put flys ref 112-23.5
    • 2,500 TYH3 111.5/TYJ3 113 put diagonal spds, 34

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