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Early SOFR/Treasury Option Roundup

US TSYS
Mixed trade, better put focus in general on lighter volumes at the moment, speculative focus on the next FOMC rate announcement on May 3 leaning toward another 25bp hike.
  • SOFR Options:
    • 1,500 SFRK3 94.87/94.93/95.00 put flys, ref 95.045
    • 5,000 SFRU3 94.68/94.93/95.37/95.62 iron condors
    • 6,000 SFRN3 95.50 calls, ref 95.355
    • 2,400 OQM3 95.62/96.25/96.75 broken put flys ref 96.575
    • 2,000 SFRM3 95.12/95.25/95.37/95.50 put condors ref 95.06
    • 2,000 OQK3 95.00/95.50/96.00 put flys, ref 96.585
  • Treasury Options:
    • over 3,300 TYK3 115 puts, 14 last
    • 1,700 TYM 114/114.5 put spds
    • 2,500 TUM3 102.75 puts, 12 ref 103-13.88
    • 2,500 wk2 TY 115 puts, 3 ref 115-25.5

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