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Overnight Eurodollar/SOFR/Treasury Option Roundup

US TSYS
Better put and put spd volume overnight, outright positioning for two more 75bp hikes this year with some strike roll-downs. SOFR options seeing pick-up in mid-'23 downside insurance positioning.
  • SOFR Options:
    • Block, 2,000 SFRZ2 95.31/95.43/95.56 call flys, 1.75
    • Block, 10,000 SFRM3 94.75/95.00 put spds vs.
    • Block, 7,000 SFRM3 95.25/95.50 put spds -- another 8,500 on screen
  • Eurodollar Options:
    • 2,500 short Dec 94.12/94.62 put spds
  • Treasury Options:
    • 2,500 FVZ 106.5 calls, 33.5 ref 105-21.75
    • Block, 5,000 TYZ 107 puts, 40 ref 109-06.5
    • Block, +20,000 FVZ2 105/105.75 put spds, 20.5 vs.
    • Block, -10,000 FVZ 105.25/106 2x1 put spds, 24.5 cr
    • 5,000 TYZ 105 puts, 16
    • 3,000 TYZ 115 calls, 5
    • 2,400 TYZ 114 calls, 8
    • 1,500 TYZ2 107.5/109 put spds, 34
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