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Friday’s Sovereign Rating Slate


EU Bank stock call seller


EGB Supply - W/C March 20, 2023 (2/2)

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Overnight SOFR/Treasury Option Roundup

Mixed trade on lighter overnight volume, slightly better upside 10Y Call hedging.
  • SOFR Options:
    • 2,000 SFRZ 95.50/95.75 2x1 put spds
    • 2,000 short Jan SOFR 94.75/95.25 2x1 put spds ref 96.03
    • 2,000 SFRU3 95.50/95.75/96.00/96.50 broken call condors ref 95.245
    • 2,000 short Dec SOFR 95.50/95.75 call spds, ref 95.585
  • Treasury Options:
    • 2,500 TYF 114/115.5 call spds, 42
    • Block, 5,000 TYF3 114/116 call spds, 47 ref 114-10
    • 8,500 TYF 113 puts, 21 ref 114-09
    • 2,000 TYH 110 puts, 27 ref 114-10
    • 4,000 wk3 TY 115.5/116/117 broken call flys ref 114-10.5
    • 1,800 TYF 113/114.25 put spds ref 114-09.5
    • 1,100 FVG 108/110 strangles ref 108-30

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