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Eurodollar/SOFR/Tsy Option Roundup

US TSYS
Overnight through early NY session trade includes:
  • SOFR Options:
    • 7,000 SFRZ2 96.50/97.00/98.00 broken call flys
  • Eurodollar Options:
    • seller Dec 96.25 straddles 72.5 vs. 73.0 settle
    • 7,000 short Jul 96.43/96.56 put spds
    • -5,000 Dec 96.00 puts 6.0 over 96.25/96.75 call spds
    • Block, 5,000 Oct 96.00/96.25 put spds, 10.5
  • Treasury Options:
    • 2,500 wk3 TY 118.75/119.75 1x2 call spds, 11
    • Block, 10,000 FVU 113 calls, 50.5
    • Block, total 15,000 FVU 111.75 puts, 49.5-51 vs. TUU 104-29.75/0.50%
    • 5,000 TYU 117.5 puts, 60
    • 6,300 FVQ 112.75 calls, 20

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