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Early SOFR/Treasury Option Roundup

US TSYS

Muted overnight option volumes seeing modest improvement after the open, Latest SOFR Block a bear curve flattener via short Oct/Green October put spds.

  • SOFR Options:
  • Block, +5,000 OQV3 95.75/96.00 put spds 1.5 over 2QV3 96.25/96.50 put spds
  • +15,000 SFRU4 95.75/96.50 call spds 20.5
  • 1,000 SFRU3 94.37/94.50/94.62 put flys
  • Treasury Options:
  • 13,000 FVU3 109 calls from 17.5-19.5 ref 107-24.5
  • 5,000 TYQ3 111/111.5 put spds, 3 ref 112-23 to -23.5
  • 2,000 wk2 FV 108.25 calls ref 107-18.25

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