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Early SOFR/Treasury Option Roundup

US TSYS
Recent pick-up in SOFR options while Treasury options see better volumes in 5- and 10Y Calls:
  • SOFR Options:
  • Block, +10,000 SFRM3 96.00/97.00 call spds 13.5 ref 95.31 to -.315
  • +5,000 SFRJ3/SFRM3 95.00 put spds, 7.0 still bid
  • Treasury Options:
  • over 9,900 TYJ3 115 calls, 36 last ref 114-22.5 to -24.5
  • 10,000 TYK3 115/116 call spds vs. TYK3 105/108/109.5/111 broken put condor
  • 5,000 TYM3 120/125/130 call flys, ref 114-12
  • 1,000 FVK 110.5/111.5 4x5 call spds ref 109-01.75
  • 2,000 FVK 112/113 call spds ref 109-04.5
  • 4,100 FVJ3 109.5 calls, 21 ref 109-00.25

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