August 04, 2022 13:22 GMT
Eurodollar/SOFR/Treasury Option Roundup
US TSYS
- SOFR Options:
- Blocks, 10,000 short Aug 96.75 puts, 5.0, ongoing/adds to 12.5k bought Wed, opener w/OI 19.465
- 5,000 SFRU2 97.00/97.12 call spds
- Eurodollar Options:
- 2,000 short Aug 96.12/96.25 put spds
- 6,000 Oct 95.75 puts
- Treasury Options:
- 2,000 TYV 122/123.5 call spds
- 4,000 USU 136/140 put spds, 25
- 2,000 FVU 112.5/113/113.5 iron flys
- 2,000 TYU 122 calls, 19
47 words