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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

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