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First-Half Trade Roundup, Put Focus, Vol Sales

US EURODLR OPTIONS
  • Eurodollar Options:
    • +15,000 short Mar97.62/short Sep 96.75 put spds, 7.0 micro-curve steepener
    • -1,500 Red Mar'23 97.87 straddles, 86.0
    • 1,000 short Mar 97.68/97.81 3x2 put spds
    • Block, +10,000 Red Mar'23 97.00 puts, 21.5 vs. 97.83/0.22%
    • +2,500 Dec 99.00 calls, 6.0
    • Overnight trade
    • 6,000 Blue Mar 97.50/97.75 3x2 put spds
  • 3M SOFR options:
    • Blocks, total -10,500 SFRH3 98.12 straddle, 81.0-80.0

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