Late SOFR/Treasury Option Roundup

With no data today, trading accounts plied the sidelines ahead the weekend with focus on next week's CPI and FOMC policy announcement (appr 25% chance of 25bp hike). Mixed trade on net with better upside call spread buying early in the second half.

• SOFR Options:
  • 7,500 SFRH4 97.50/97.87 call spds ref 95.34 to -.335
  • 16,000 SFRZ3 97.50/97.87 call spds ref 94.98
  • Block, 5,000 SFRM3 94.62/94.68 put spds, 1.5 ref 94.7425
  • Block, 4,000 OQZ3 96.12/3QZ3 96.75 puts, 0.5 net/Blue Dec over
  • 2,500 SFRM3 94.62/94.68/94.75 3x2x2 put trees, 0.75 ref 94.7425
  • Block, 10,000 SFRU3 94.00 puts, 2.5 ref 94.785
  • 2,000 2QM3 96.93 straddles
  • 3,000 SFRM3 94.62/94.68 put spds vs. 94.81 calls ref 94.7475
• Treasury Options:
  • 3,000 FVN3 106 puts, 2 ref 108-07.75
  • Block/screen, 7,500 TYQ3 114/115.5/117 call flys, 18 ref 113-15
  • over 6,000 TYN3 115 calls, 10-11 ref 113-13.56
  • 2,300 wk2 TY 113.25 puts, 3 ref 116-16.5
  • 2,000 wk2 TY 113.5 puts, 7 ref 113-18.5