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Early SOFR/Treasury Option Roundup

US TSYS
Mixed flow on modest volumes overnight, underlying futures weaker but off lows.
  • SOFR Options:
    • Block, 2,500 SFRZ3 94.87/95.12/95.87/96.12 iron condors, 1.0 net ref 95.675
    • 2,000 SFRZ3 95.00/95.50 2x1 put spds
    • 4,500 SHRH4 94.50/95.00/95.50 put flys ref 96.165
    • 2,000 SFRK3 95.00/95.37 call spds vs. OQK3 96.25 puts
    • 2,000 SFRM3 95.00/95.18 call spds vs. 2QM3 98.00 calls
    • over 3,300 SFRM3 94.81 puts ref 94.955
    • 2,000 OQK3 97.50 calls, ref 96.60
  • Treasury Options:
    • 2,000 TYM3 114.5 puts, 39 ref 115-11.5
    • 2,000 TYM3 117.5/119.5 call spds ref 115-09.5

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