Free Trial

Early SOFR/Treasury Options Roundup

US TSYS

Mixed trade on lighter volumes overnight, underlying futures making modest gains. Salient trade:

  • SOFR Options:
    • 5,000 SFRU3 94.62/94.75/95.37/95.50 iron condors ref 95.14
    • over 11,600 SFRM3 94.75 puts ref 94.91 to -.905
    • Block, 5,000 SFRZ3 96.00/96.50/97.00/97.50 call condors, 5.5 ref 95.51
  • Treasury Options:
    • 5,500 wk4 10Y 113.5 puts, 4 ref 114-22
    • 9,000 TYM3 113.5 puts vs. 115/116.5 call spd 0.0 net ref 114-22
    • over 18,200 FVM3 111 calls, 17 ref 109-11.25
    • 8,600 FVM3 108 puts, 15.5-16 ref 109-08.75 to -09.5
    • 2,000 TYM3 117 calls, 17 ref 114-16.5

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.