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Early SOFR/Treasury Option Roundup

US TSY OPTIONS
Mixed early session trade leaning towards low delta put structures in SOFR options, slightly better 5- and 10Y calls at the moment.
  • SOFR Options:
    • 3,000 SFRM3 94.56/94.68/94.81 put flys ref 94.91
    • 5,700 SFRM3 96.12 calls 1.75 ref 94.9125
    • 13,500 SFRM3 94.62/94.68/94.75/94.81 put condors ref 94.9125 to -.915
    • 4,500 SFRZ3 96.00/OQZ3 97.50 call spds, 1.0
    • Block/screen, 5,000 SFRN3 95.81/95.31/95.43/95.56 call condors, 1.5 ref 95.225
    • Block/screen, over 13,500 OQM3 96.37 puts, 12.0 vs. 96.66/0.30%
    • Block, 2,500 SFRZ3 94.81/94.93/95.06 put flys, 2.0 ref 95.70
    • 5,800 OQM3 96.37 puts ref 96.69 to -.695
  • Treasury Options:
    • 3,000 FVM3 109.75/110 put spds, 9 ref 109-26.75
    • +7,500 TYM 117 calls, 5
    • +4,500 FVN3 109.75 puts, 26.5 ref 110-24
    • 3,000 TYM3 117 calls, 8 ref 115-13.5
    • over 10,500 TYN3 118 calls, 38 ref 116-10.5 to -11
    • over 6,700 FVM3 109.75 puts, 22 ref 109-27.75
    • over 7,600 TYN3 117.5 calls, 44-45 ref 116-09
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