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Eurodollar/SOFR/Tsy Option Roundup

US TSYS
  • SOFR Options:
    • 10,000 SFRV2 95.75/96.25 put spds, 3.75 (2.5k blocked)
    • Block, 1,250 SFRU2 97.12/97.25/97.37 call flys, 1.0
  • Eurodollar Options:
    • 8,000 Dec 96.00 puts vs. Mar 97.62 calls
  • Treasury Options:
    • +4,000 USU 136/138/140/142 put condors, 21
    • 10,000 wk1 FV 112.5/113 put spds
    • 3,000 TYZ 114/116 put spds
    • Block, 4,000 TYU 120/121 call spds, 44 ref 121-29

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