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Overnight SOFR/Treasury Option Roundup

US TSYS
Better put volume on net, underlying steady to mixed - inside overnight ranges ahead headline employment report for January.
  • SOFR OPTIONS:
    • 12,200 SFRJ3 95.00/95.06/95.12 put flys, 0.5 ref 95.13
    • Block, 4,000 SFRZ3 96.25/96.62 put spds, 6.5 ref 95.695
    • Block, 2,500 OQM3 96.12 puts, 12.0 vs. 96.665 vs. 96.665/0.24%
    • Block, 5,000 SFRZ3 97.00/97.50 call spds, 2.0 vs. 95.63/0.05%
    • Block, 6,000 OQM3 96.00/96.25/96.50 put trees, .25 net, 2-legs over
  • Treasury Options:
    • over 8,500 TYH3 114 puts, 14 ref 115-16
    • over 8,700 TYH3 114.75 puts, 28 ref 115-16.5
    • over 5,000 wk1 TY 114.75/115.25 put spds, 10 ref 115-15.5 to -16
    • 4,800 TUH3 102.5/102.75 put spds, ref 103-01

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