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August 05, 2022 15:27 GMT
Eurodollar/SOFR/Treasury Option Roundup
US TSYS
- SOFR Options:
- -10,000 SFRZ2 97.50/97.75 call spds, 1.25
- +7,500 SFRV2 96.00/96.25 put spds, 1.0 over 97.00 calls
- -10,000 SFRH3 98.25 calls .75 over 95.25/95.56/96.00 put flys
- 3,000 SFRU 97.00/97.06/97.12 call flys
- Eurodollar Options:
- Block, 11,500 Mar 96.37/96.87 1x2 call spds, 5.0 vs.
- Block, 11,500 Mar 95.50/96.00 2x1 put spds, 2.0
- +21,000 Dec 98.50/98.75 call spds, 0.25
- Treasury Options:
- +4,000 TYX 122 calls, 50-51
- -5,000 FVU 113.25 calls, 15
- 21,000 (7.5k blocked) FVV 111/111.75 put spds, 9.5
To read the full story
Close
Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
Sign up now for free trial access to this content.
Please enter your details below.
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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