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Early Eurodollar/SOFR/Treasury Option Roundup

US TSYS
  • SOFR Options:
    • +5,000 SFRZ3 95.00/95.50/96.00 put flys, 4.0
    • +5,000 SFRQ2 96.50/96.62 put spds, 1.75
  • Eurodollar Options:
    • +5,000 short Aug 96.25/96.50/ 2x1 put spds, 2.0 vs. 96.53
  • Treasury Options
    • total 10,500 TYQ2 118.5 calls, mostly 11-12
    • 7,000 TYU2 117.5 puts, 60 ref 118-02.5 -01.5
    • 2,000 FVU 112.25 calls, 30
    • +3,000 USU 130/134 put spds, 34
    • 2,000 TYU2 120 calls, 23

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