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Late Eurodollar/SOFR/Treasury Option Roundup

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Fixed income option accounts took the opportunity to buy more downside put positions at cheaper levels Monday as underlying futures remained strong in late trade. Eurodollar and it's soon to replace SOFR options saw better put fly and condor option plays on the day while Treasury option volumes lagged.
  • SOFR Options:
    • +5,000 short Aug SOFR 95.00 puts, 1.5 vs. 96.86/0.05%
    • Block, 10,000 SFRZ2 95.87/96.00/96.25/96.37 put condors, 3.5 vs. 97.50 calls at 3.25
    • Block, 2,500 SFRV2 96.68 calls 1.0 over SFRU2 96.75/96.87 call spds covered
    • 1,800 SFRV2 96.50 puts
  • Eurodollar Options:
    • Block, 40,000 Sep 96.12/96.50/96.87 put flys, 19.25 vs. 96.65/0.68%
    • Block, 20,000 Sep 95.50/96.25/97.00 put flys, 34.5 vs. 96.6475/0.98%
    • 5,000 SFRV 95.87/96.00 put spds
    • Block, 5,748 Green Mar/short Mar 98.00 1x2 call spd, 2.5, additional 3k on screen
    • 2,000 Sep 96.25/96.37 put spds
  • Treasury Options:
    • 3,000 TYX 123/125 call spds
    • 1,700 FVU 112 puts, 12
    • 2,000 USU/USV 142 call spds, 28
    • 4,000 TYU 119.75 straddles
    • -6,000 TYV 121 calls, 34-30
    • 5,000 TYX 116/118 put spds
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Fixed income option accounts took the opportunity to buy more downside put positions at cheaper levels Monday as underlying futures remained strong in late trade. Eurodollar and it's soon to replace SOFR options saw better put fly and condor option plays on the day while Treasury option volumes lagged.
  • SOFR Options:
    • +5,000 short Aug SOFR 95.00 puts, 1.5 vs. 96.86/0.05%
    • Block, 10,000 SFRZ2 95.87/96.00/96.25/96.37 put condors, 3.5 vs. 97.50 calls at 3.25
    • Block, 2,500 SFRV2 96.68 calls 1.0 over SFRU2 96.75/96.87 call spds covered
    • 1,800 SFRV2 96.50 puts
  • Eurodollar Options:
    • Block, 40,000 Sep 96.12/96.50/96.87 put flys, 19.25 vs. 96.65/0.68%
    • Block, 20,000 Sep 95.50/96.25/97.00 put flys, 34.5 vs. 96.6475/0.98%
    • 5,000 SFRV 95.87/96.00 put spds
    • Block, 5,748 Green Mar/short Mar 98.00 1x2 call spd, 2.5, additional 3k on screen
    • 2,000 Sep 96.25/96.37 put spds
  • Treasury Options:
    • 3,000 TYX 123/125 call spds
    • 1,700 FVU 112 puts, 12
    • 2,000 USU/USV 142 call spds, 28
    • 4,000 TYU 119.75 straddles
    • -6,000 TYV 121 calls, 34-30
    • 5,000 TYX 116/118 put spds