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Late SOFR/Treasury Option Roundup

US TSY OPTIONS
Better call and call structure flow in SOFR and Treasury options carried over from overnight, change for the former after more consistent put trade over the last two sessions.
  • SOFR Options:
    • Block, 20,000 SFRZ3 94.00/95.00 2x1 put spds, 25.0 net vs. 95.105 to -.11/0.20%
    • Block, 5,000 SFRU3 93.75/94.25/94.75 put flys, 13.0 ref 94.815
    • Block, 4,000 SFRM3 94.75/94.81 put spds, 3.75 ref 94.72
    • 2,500 SFRH3 96.06/96.43 call spds ref 95.63
    • 9,000 OQM3 96.12 puts, 24.0 ref 96.07
    • 1,000 SFRN3 94.50/94.75 put spds vs. SFRQ3 94.75/94.87 put spds
    • Block, 6,000 OQU3 98.00 calls, 6.5 ref 96.44
    • Block, 4,000 OQM3 95.50/95.75 3x2 put spds, 6.5
    • Block, 3,000 SFRV3 95.25/95.62 call spds, 10.0 ref 95.18
    • 2,000 SFRV3 95.25/95.75/96.25 call flys ref 95.195
    • 2,000 SFRM3 94.87/94.93 call spds ref 94.74
    • over 27,500 SFRZ3 97.00 calls ref 95.165 to -.18
  • Treasury Options:
    • 7,400 TYM3 113 puts, 12
    • 1,000 FVM3 108 puts, 6.5
    • 5,100 TYM3 114 calls, 3 ref 113-06.5
    • 3,300 wk3 TY 116/117/118 call flys
    • Block/screen, 17,000 FVM3 110.75 calls .5
    • Block/screen 20,000 FVM 111.25 calls, both .5
    • 5,000 TYN3 117/119/120 broken call flys, ref 113-29
    • 1,100 USU3 143 calls, 18 ref 126-23
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