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Eurodlr/SOFR/Tsy Option Roundup

US TSYS
  • SOFR Options: Latest put fly block
    • Block, 5,000 SFRV2 95.75/96.00/96.25 put flys, 2.25
    • Block, 2,500 SFRQ2 97.06/97.31/97.56 put flys, 4.0
    • Block, 5,000 SFRZ2 95.50/96.00 put spds, 10.0 vs. 96.565/0.12%
  • Eurodollar Options:
    • 2,000 Red Sep'23 100.25 calls, 2.5
    • 2,000 Red Sep 100.12 calls, 2.5
  • Treasury Options:
    • Block, 8,000 TYU 115 puts, 57 vs. 117-00/0.31%
    • over 30,000 wk1 TY 113/114 put spds
    • 5,600 wk2 TY 115.5 puts
    • 2,000 TYQ 113/114/115 put flys

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