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Early SOFR/Treasury Option Roundup

US TSYS
Mixed overnight option trade in the lead up to this afternoon's FOMC policy announcement, SOFR call and put condors with underlying futures adding to Tuesday's post-JOLTs rally, 5- and 10Y Treasury calls on modest volumes
  • SOFR Options:
    • 3,000 SFRU3 95.50/95.56/95.62/95.68 call condors, ref 95.28
    • Block, 3,900 SFRK3 94.68/94.81/94.93 put flys, 2.75 ref 94.98
    • Block, 2,500 SFRM3 94.62/94.75/94.87 put flys, 1.25 ref 94.995
    • Block, 5,000 SFRZ3 96.00/96.50/97.00/97.50 call condors, 5.5 ref 95.705
    • 2,000 SFRK3 95.00/95.37 call spds, ref 95.00
    • 8,000 SFRK3 94.81/94.87 put spds ref 94.985 to -.995
    • 1,000 SFRM3 94.37/94.56 1x2 call spds, ref 94.965
    • 4,000 SFRM3 94.68/94.75/94.81/94.87 put condors, ref 94.97
  • Treasury Options:
    • over 6,400 FVM3 111 calls, 26.5 ref 110-10.25
    • 4,000 TYM3 116.5 calls, 42 ref 115-22.5

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