Late SOFR/Treasury Option Roundup

Chunky two-way wing trade continued for the second consecutive session tied to consolidation, re-positioning ahead Wednesday's FOMC policy announcement.

• SOFR Options:
  • Block, 5,000 SFRJ3 95.06/95.18 1x2 call spds, 0.0 ref 95.10
  • -40,000 TYH3 110.5/111.5/112.5/113.5 put condors, 11.0 ref 114-19.5
  • Block, 10,000 SFRG3 95.06/95.18/95.31 call flys, 7.5 ref 95.16
  • Block/screen +30,000 SFRG3 95.12/95.18 put spds, 2.75 ref 95.165
  • +4,000 OQG3 95.75 puts, 1.5
  • +3,000 SFRJ3 94.87/95.00/95.12/95.18 broken put condors 0.5 over SFRJ3 95.31/95.43 call spds
  • +1,000 SFRU 95.50/95.75 call spds, 5.25
  • Screen/Block, 28,000 SFRG3 95.18 calls, 2.0 vs. 95.16/0.36%
  • Update, over +25,000 SFRG3 95.12/95.18 strangles, 4.0-4.5 ref 95.16
  • Block, 2,500 SFRZ3 96.00/97.00 call spds, 2.5 over 95.00 puts ref 95.545
  • 2,000 OQM3 96.06/96.56 3x2 put spds ref 96.48
  • Block, 3,500 SFRG3 95.06/95.12 put spds, 1.25 vs. 95.145/0.12%
  • 3,500 SFRZ3 94.50 puts, 4.5 ref 95.545
• Treasury Options:
  • -5,000 TYH3 114.5 straddles, 135 ref 114-16
  • -28,000 TYH3 110.5/111.5/112.5/113.5 put condors, 11.0-10.0
  • 1,100 FVH3 109.25 straddles, 107 ref 109-10.5
  • 3,000 FVH3 110 calls, 19 ref 109-10.5
  • 2,000 TYH3 118 calls, 4 ref 114-12.5
  • over 18,000 TYH3 115.5 calls, 25-27 ref 114-15 to -17.5