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Late SOFR/Treasury Option Roundup, Pared, Vol Buyers

US TSYS
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Rather muted volumes Monday covered mixed wing buyers (SOFR call and put flys, 5-, 10- and 30Y wings pared, vol buyers via strangles) ahead this Wed's FOMC policy annc (25bp hike widely anticipated).
  • SOFR Options:
    • +5,000 SFRJ3 95.31/95.43 call spds, 1.25
    • 1,500 SFRN3 95.12/95.31 5x4 put spds
    • Block, +20,000 SFRU3 94.62/94.87 put spds, 4.5 ref 95.22
    • +10,000 SFRZ3 94.68/94.93/95.18 put flys, 3.25 ref 95.55
    • 1,500 SFRZ3 97.00/97.50/97.75 put flys
    • 2,100 OQH3 95.37/95.62 put spds ref 96.00
    • Block, total 20,000 SFRZ3 97.00/98.00 call spds, 4.0
    • Block/screen, 17,000 SFRZ3 97.00/97.50/98.00 call flys, 1.5 ref 95.57
    • 3,000 SFRK3 95.25/95.37 call spds ref 95.105
    • 2,000 SFRH3 95.06/95.12 2x1 put spds ref 95.16
  • Treasury Options:
    • 2,000 TYJ 113/TYH3 113.5 put spds, 3
    • 2,000 FVH3 110.5/111.25 call spds, 7 ref 109-08
    • 5,000 TYH3 111/112 put spds ref 114-16
    • 1,300 TYK3 115 straddles
    • 2,700 TYH3 112/116 strangles, 27
    • 5,000 FVH3 107.75/108.25/108.75 put flys
    • 4,500 TYH 112.5/116 strangle. 32
    • 1,500 TYH3 113/116 strangles 38 ref 114-14
    • 4,000 USH3 126/128 put spds, 32 ref 129-28
    • 2,000 USH3 121/124 put spds 10 ref 129-16
    • 9,500 TYH 114 puts, 45 ref 114-11
    • 3,500 TYH3 117.5 calls, 6 ref 114-13.5
    • 2,000 FVH3 110.5/111.25 call spds, 7 ref 109-08
    • 5,000 TYH3 111/112 put spds ref 114-15 to -16
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Rather muted volumes Monday covered mixed wing buyers (SOFR call and put flys, 5-, 10- and 30Y wings pared, vol buyers via strangles) ahead this Wed's FOMC policy annc (25bp hike widely anticipated).
  • SOFR Options:
    • +5,000 SFRJ3 95.31/95.43 call spds, 1.25
    • 1,500 SFRN3 95.12/95.31 5x4 put spds
    • Block, +20,000 SFRU3 94.62/94.87 put spds, 4.5 ref 95.22
    • +10,000 SFRZ3 94.68/94.93/95.18 put flys, 3.25 ref 95.55
    • 1,500 SFRZ3 97.00/97.50/97.75 put flys
    • 2,100 OQH3 95.37/95.62 put spds ref 96.00
    • Block, total 20,000 SFRZ3 97.00/98.00 call spds, 4.0
    • Block/screen, 17,000 SFRZ3 97.00/97.50/98.00 call flys, 1.5 ref 95.57
    • 3,000 SFRK3 95.25/95.37 call spds ref 95.105
    • 2,000 SFRH3 95.06/95.12 2x1 put spds ref 95.16
  • Treasury Options:
    • 2,000 TYJ 113/TYH3 113.5 put spds, 3
    • 2,000 FVH3 110.5/111.25 call spds, 7 ref 109-08
    • 5,000 TYH3 111/112 put spds ref 114-16
    • 1,300 TYK3 115 straddles
    • 2,700 TYH3 112/116 strangles, 27
    • 5,000 FVH3 107.75/108.25/108.75 put flys
    • 4,500 TYH 112.5/116 strangle. 32
    • 1,500 TYH3 113/116 strangles 38 ref 114-14
    • 4,000 USH3 126/128 put spds, 32 ref 129-28
    • 2,000 USH3 121/124 put spds 10 ref 129-16
    • 9,500 TYH 114 puts, 45 ref 114-11
    • 3,500 TYH3 117.5 calls, 6 ref 114-13.5
    • 2,000 FVH3 110.5/111.25 call spds, 7 ref 109-08
    • 5,000 TYH3 111/112 put spds ref 114-15 to -16