US TSYS: Early SOFR/Eurodollar/Treasury Option Roundup
Nov-17 12:55
Mixed SOFR trade w/slightly better put volume picks up last few minutes, Tsy options seeing better 10Y call interest, recent 5Y put buyer.
- SOFR Options:
- 3,500 short Dec 95.12/95.37/95.62 put flys
- Block, 8,000 SFRZ 95.75/95.87 call spds, cab, more on screen
- 4,000 short Dec 96.00 calls, 6.5-7.0 ref 95.63 -64.5
- Block, 4,500 SFRH4 95.00/95.25/95.50/95.75 put condors, 3.5
- Block, 2,500 Green Dec 96.12/96.25/96.50 broken put flys, 4.5
- Eurodollar Options:
- 2,500 Dec 94.75/94.87/95.00 put flys ref 95.015
- Treasury Options:
- 4,400 TYZ 113/114 call spds, 24
- 11,600 FVZ 106.75 puts, 3 ref 108-03.5
- 3,300 FVZ 108.25 calls ref 108-04
- 2,500 TYZ 113.75 calls 5 over 111.75/112.5 put spds ref 112-31
- 7,500 TYZ 114 calls, 12 ref 113-01.5
- 3,600 TYZ 111 calls, 219 ref 113-04.5
- 2,700 TYF 111.5/114.5 call spds ref 113-14
- 3,600 FVF 107.75/108.5 call spds ref 108-18.75
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Oct-18 12:55
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EGB OPTIONS: Schatz call spread
Oct-18 12:54
DUZ2 108.10/108.60cs, sold at 4.5 in 4.5k
USD: Back in the red against all G10
Oct-18 12:48
- The Dollar dips lower, with Equities gaining, through new intraday high.
- Strong US Earning have been supportive.
- Focus will turn on Netflix after markets for S&P and Nasdaq.
- The USD is back in the red against all G10, although still holding in green territory versus the Pound.
