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Early SOFR/Treasury Option Roundup

US TSYS
Overnight trade remains mixed heading into this morning's March CPI, slightly better SOFR put volumes as projected rate cuts into year end continue to gradually decline.
  • SOFR Options:
    • 15,000 SFRM3 95.50/96.25 call spds ref 95.01
    • 10,000 SFRZ3 94.25/95.25 put spds ref
    • 2,500 SFRK3 95.06/95.18 call spds vs.
    • 15,000 SFRM3 95.00/95.12/95.31/95.43 call condors
    • 4,000 SFRJ3 95.75 calls ref 95.00
    • 4,000 SFRZ3 95.00/95.06/95.12 put flys, ref 95.63
    • Block, 24,000 SFRZ 93.25/93.50 put spds, 1.0 ref 95.635 to -.64
    • 2,000 SFRJ3 95.12/95.25 2x3 call spds ref 95.005 to -.01
    • 4,000 OQK3 96.00/96.25/96.62 broken put flys ref 96.495
    • 1,375 SFRJ3 95.00/95.25/95.50 put flys, ref 95.015
    • 4,000 OQK3 98.00 calls, 1.5 ref 96.505
  • Treasury Options:
    • 4,500 TYM3 119 calls, 20 ref 115-09.5
    • 2,000 FVM3 111.25/111.75 call spds ref 109-26.5
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