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Early SOFR/Treasury Option Roundup

US TSYS
Modest overall volumes overnight, focus appears to be centered around Treasury call structures in 2s-10s.
  • SOFR Options:
    • 2,500 SFRM3 95.00/95.25/95.50 call flys ref 95.22
    • 3,000 SFRM3 94.62 puts, 1.5 ref 95235
    • 2,200 OQJ3 97.37/97.50 call spds, ref 96.89
  • Treasury Options:
    • 1,500 FVK3 111/112/112.5 broken call flys ref 110-27.5
    • 1,500 FVK3 110.75 puts, ref 110-25
    • 2,000 TYK 118 calls, 25 ref 116-17.5
    • 2,000 TUM3 104.75/105 call spds ref 103-28
    • 1,500 FVM3 109 puts, 22 ref 110-28.5
    • 1,300 TYK3 117/118/119 call flys, ref 116-20
    • 2,200 TYK3 118 calls, 25 ref 116-15

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