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Early Treasury/SOFR Option Roundup

US TSYS
Better Treasury call trade overnight, mixed SOFR structures on modest overall volumes with underlying futures trading firmer at the moment.
  • Treasury Options:
    • 5,000 TYM3 119.5/121.5 call spds ref 114-18.5
    • 3,500 TYM3 113/115 call spds, ref 113-25
    • 3,000 FVU3 108 puts ref 109-16.25
    • 2,500 TYM3 113.5 puts, 18 ref 113-25
    • 1,250 TYM3 112/114 call spds ref 113-23.5
    • 3,000 TYN3 116 calls, 36 ref 114-14
  • SOFR Options:
    • Block/screen 7,000 SFRM3 94.93/95.06 call spds, 1.25 ref 94.835 to -375
    • 8,000 SFRM3 94.75/94.81/94.87/94.93 put condors, ref 94.855 to -.835

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