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Late SOFR/Treasury Option Roundup: Bullish Rate Hedging

US TSYS
Mixed trade in SOFR and Treasury options overnight, segued to better 5- and 10Y call trade after initially better puts during the NY session. Underlying futures climbing higher, 10s +25 at 113-06, yield 3.6942% -.1041.
  • SOFR Options:
    • +5,000 SFRZ3 94.50/94.75/95.00 put trees, 2.75-3.0 2 legs over
    • 4,500 SFRN3 95.00/95.25/95.50 call flys ref 94.77
    • -2,000 SFRM3 94.81/94.87 put spds, 5.25
    • 2,500 SFRM3 95.00/95.25/95.50 call flys ref 94.685
    • 2,000 SFRN3 95.00/SFRU3 95.12 call spds
    • 4,150 OQM3 96.00/96.25 put spds ref 95.935
    • 2,500 SFRM3 94.56 puts, 2.0 ref 94.70
    • 2,500 SFRN3 94.50/94.75 3x2 put spds ref 94.79
    • 2,000 OQM3 95.93/96.06/96.18 call flys ref 95.89
    • 12,000 SFRM3 94.87/94.93/95.00 call flys, ref 94.70
    • 5,100 SFRN3 94.75 puts, 16.5 ref 94.795
    • 1,250 SFRU3 95.12/95.37/95.50 broken call flys ref 94.79
    • Block, 5,000 SFRH4 95.25/95.50 put spds 7 over SFRH3 97.50/98.50/99.00 broken call flys
  • Treasury Options:
    • Block, 7,500 TYN3 114.5 puts ,116 ref 114-00.5
    • -6,000 FVQ3 106.75 puts 1.5-2.0 over the FVQ3 110/112 call spds
    • 2,500 TYN 115 calls, 33 ref 113-23.5
    • 5,500 USN3 120 puts, 9 ref 127-08
    • 4,300 USN3 122/123 put spds, 10 ref 127-08
    • 22,000 wk2 TY 115.75/116.75 call spds ref 113-27.5
    • 4,100 FVN3 110.75 calls ref 108-17.75
    • over 11,000 FVQ3 110.5 calls, ref 108-15
    • 5,500 wk2 TY 114 calls, 36 ref 113-22
    • 1,500 FVN3 108.5 calls, ref 108-12.75
    • 7,600 TYQ3 113.5 calls, 129 ref 113-18
    • 5,200 FVN3 109 calls ref 108-11.75
    • 5,700 FVN3 110 calls, ref 108-10.5
    • 7,100 wk2 TY 114.5 calls ref 113-18.5
    • 4,000 TUN3 102.5 puts, 21 ref 102-18.25
    • 4,700 TYN3 110.5 puts, 13 ref 113-15.5
    • 5,000 TYN3 113 puts ref 113-15.5
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