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SOFR/Eurodollar/Treasury Option Roundup

US TSYS
Better call trades overnight on rather modest volumes:
  • SOFR Options:
    • Block, 2,000 SFRZ2 95.37/95.43/95.50/95.56 call condors, 2.25 ref 95.385
    • 2,000 SFRH 94.93/95.12/95.31 call flys
    • 3,000 SFRX2 95.56 calls
  • Eurodollar Options:
    • 2,000 Feb 95.00/95.25 call spds
    • 2,000 Dec 94.43/94.68/95.06/95.31 call condors
    • 4,200 Gold Jun 97.50 calls, 6.5 ref 95.95
  • Treasury Options:
    • 3,000 TYZ 110.5 calls, 26 ref 109-21.5
    • 2,500 TYZ2 112.25/112.75/113.75 broken call flys

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