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Early SOFR/Treasury Option Roundup, SOFR Puts, Large 10Y Unwind

US TSYS
  • SOFR Options:
    • Block, 2,500 SFRJ3 94.68/94.81/94.87/94.93 put condors, 1.0 net
    • 5,700 SFRM3 94.43/94.62/94.81 put flys ref 94.805
    • Block, 10,000 SFRM 94.62/94.75 put spds, 4.5 vs. 94.79/0.14%
    • 5,000 OQM3 97.25 calls ref 96.07
    • Block, 8,000 SFRJ3/SFRK3 94.62/94.75 put spd spd, 0.5 net/May over
    • 2,500 OQJ3 95.25/95.62/96.00 put flys vs. 2QJ3 96.25/96.50 put spds
    • over 5,000 OQJ3 96.50 calls, 11.0 ref 96.075
    • Block, 5,000 SFRM3 94.68/94.81 put spds, 5.5 ref 94.805
    • 2,500 SFRM3/SFRU3/SFRZ3 94.68 put strip
    • 5,500 OQH3 95.81/96.00 call spds ref 95.605 - .61
  • Treasury Options:
    • over -55,000 TYH3 111/112 put spds, 12, unwind of 4-6 low bought late Jan
    • over 6,000 wk3 FV 109 calls 4.5 ref 108-00.25
    • 3,300 TYK 115 straddles, 258 ref 112-30.5 to -31.5
    • 4,000 TYH3 112.25 puts 7 over TYH 113/113.75 call spds ref 112-30
    • 4,900 TYH3 111.5/112 2x1 put spds ref 112-29

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