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Late SOFR/Treasury Option Roundup

US TSYS
Better Treasury call trade continued through the NY session, SOFR option trade mixed on modest overall volumes with underlying futures trading weaker but off lows. Risk appetite is tepid with debt ceiling negotiations ongoing.
  • SOFR Options:
    • 2,000 SFRM3 94.87/95.00 put spds ref 94.825
    • 4,000 SFRM3 94.93/95.06 call spds ref 94.835
    • Block/screen, 13,000 SFRM3 94.93/95.06 call spds
    • 8,000 SFRM3 94.75/94.81/94.87/94.93 put condors, ref 94.855 to -.835
  • Treasury Options:
    • 3,250 FVQ3 110.5/112.75 call spds ref 109-06.25
    • 5,000 TYM3 114.5 calls, 8 ref 113-17
    • 9,000 FVM 108.5/109 put spds ref 108-21.25 to -21.5
    • 4,400 TYN3/TYU3 113 put spds, 48
    • Block, 11,000 TYN3 114/TYU3 112 put calendar diagonal , 4 net July over
    • 2,500 TYN3 116/117 call spds, 12 ref 114-08.5
    • 5,000 TYU3 119.5/121.5 call spds ref 114-18.5
    • 3,500 TYM3 113/115 call spds, ref 113-25
    • 3,000 FVU3 108 puts ref 109-16.25
    • 2,500 TYM3 113.5 puts, 18 ref 113-25
    • 1,250 TYM3 112/114 call spds ref 113-23.5
    • 3,000 TYN3 116 calls, 36 ref 114-14
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