Late SOFR/Treasury Option Roundup

Robust fixed income option volumes were fairly evenly mixed Friday. Put buyers continued apace, while call buying continued for the third consecutive session as underlying futures surged following a stronger than expected NFP jobs gain of +311k and SVIB bank takeover by the FDIC - that had a larger impact on tempering rate hike expectations.

• SOFR Options:
  • Block, 20,000 SFRZ3 94.00/94.87 put spds, 25.0 ref 95.13 to -.14
  • Block, 20,000 SFRU 94.06/94.87 put spds, 27.0 ref 94.845 to -.84
  • Block, 15,000 SFRJ3 94.87/95.06 call spds, 1.5 ref 94.675
  • Block, 30,000 SFRU3 95.87/97.00 call spds, 4.0 ref 94.78
  • Block, 20,000 SFRU3 94.12/94.87 put spds, 27.5 ref 94.78
  • 2,000 OQH3 95.25/95.37/95.43/95.56 call condors ref 95.15
  • Block, 10,000 SFRK3 94.18/94.31 put spds, 3.5 ref 94.505
  • Block, 4,000 SFRM3 94.75/94.87/95.00 put flys, 1.0 ref 94.505
  • Block/screen, 5,000 OQJ3 96.00/2QJ3 96.87 call spds, 1.5
  • Block, 10,000 SFRK3 94.18/94.31 put spds, 3.5 ref 94.505
  • Block, 10,000 SFRM3 94.75/95.00 call spds, 4.25 ref 94.505
  • Block, 4,500 OQK3 94.62/95.00 put spds vs. 95.59/0.12%
  • 29,000 SFRN3 94.68/94.87 call spds, 6.0 ref 94.535
  • 7,000 SFRH3 95.00 calls, 0.5
  • 4,500 SFRM3 95.745 calls, 1.5 ref 94.515
  • Block, +5,000 SFRZ3 94.00/95.00 strangles 2.0-1.5 over 94.25/95.25 strangles
  • 4,000 SFRJ3 95.25 calls, 1.25 ref 94.52
  • 4,000 SFRM3 95.00 calls, 4.25-4.5 ref 94.525
  • 4,000 SFRM3 95.25 calls, 2.5 ref 94.52
• Treasury Options:
  • 50,000 TYM3 107/108 put spds, 9 ref 113-03 to -03.5
  • 2,500 FVJ 108.75/109.25 call spds, 6
  • +7,000 TYJ3 111/114 call over risk reversals, 0.0 ref 112-19
  • +10.000 TYJ3 110.5/114 call over risk reversals, 0.0 vs 112-07.5
  • +5,000 TYK 108/109 put spds, 8.0
  • +7,500 USJ3 123/125 put spds, 25
  • 16,000 TYJ/TYK 111 put calendar spd, 25 ref 112-00.5
  • 15,000 TYJ3 110/111 put spds, 13 ref 112-02.5
  • 25,500 TYJ3 107.5/108.5/109.5 put flys, 4.0 ref 112-00.5
  • 5,000 TYJ3 112/113.25 call spds, 35 ref 112-09
  • 6,500 TYJ 109 puts, 4 ref 112-10 to -09