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Early SOFR/Treasury Options Roundup

US TSYS
Despite the robust volumes in underlying futures overnight, option trade is muted ahead this morning's US data, focus on PCE and ECI.
  • SOFR Options:
    • 5,000 SFRK3 94.93/95.00 call spds, ref 94.915
    • Block/screen, 8,700 SFRM3 94.68 puts, 4.75 vs. 94.90/0.29%
  • Treasury Options:
    • over 5,000 TYM3 116 calls, 45 last
    • 1,400 TYM3 112.75/117.25 strangles, 35 ref 115-08.5
    • 2,500 TYM3 110/111 put sprd ref 115-05

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