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Overnight SOFR/Treasury Option Roundup

US TSYS
More consistent low-delta put trade in SOFR options overnight while Tsys see light 10Y call fly volume.
  • SOFR Options:
    • 2,500 SFRH3 95.25/95.31 call spds, ref 95.16
    • 3,000 OQH3 95.75/95.93 3x2 put spds, ref 96.19
    • 3,500 OQJ3 95.00/95.50/96.00 put flys ref 96.68
    • 6,000 SFRM3 95.37 calls, 4.75-4.5 ref 95.115
    • Block/screen, 11,500 OQK3 95.00/95.50/96.00 put flys, 4.5 ref 96.70 -.685
    • Block, 2,500 OQH3 94.5 puts, cab ref 96.195
    • 6,000 SFRM3 95.18/95.31 put spds ref 95.115
  • Treasury Options:
    • 2,000 TUH3 103/103.5 call spds, ref 102-31.75
    • 1,200 TYG3 114.75/115/115.25 call flys, ref 115-02
    • 1,000 TYH3 116/117.5/119 call flys, ref 115-03
    • 1,000 TYH3 114.5/115.25/116 call flys ref 115-06.5

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