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Eurodollar/Tsy/SOFR Option Trade Roundup

US TSYS
Overnight trade:
  • SOFR Options
    • 4,000 SFRZ2 97.25/97.37/97.50 put flys
  • Eurodollar Options:
    • 10,000 short Jun 96.50 puts
    • +5,000 short Jun 96.50/96.62 2x1 put spds, 1.5 vs. 96.685/0.33%
    • Blocks, total 26,580 Sep 97.62 calls, 10.0 vs. 97.38/0.33%
  • Treasury Options:
    • 3,300 TYN 121.5 calls, 21 ref 119-18.5
    • +2,000 TYU 122/123 call spds, 15 vs. 120-01/0.07%
    • +10,000 FVN 114 calls, 14.5 ref 112-27.25

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