skip to main content

SOFR Reports & Commentary

< Back

SOFR Option Weekly Commentary 10/2/26

Core PCE MoM 0.2% (vs 0.3% expected) & YoY 3.0% (vs 3.3% expected) came in lower than expectations & showed core inflation lowering prior to the FED's hike. Today's lower than expected Payrolls number along with lower revisions for the past two months also dampened inflation fears. The current odds of the FED hiking 25 bp at its Oct 28th meeting are 23.8% while the odds of at least 1 rate hike by year end are 88.3%. The 10Yr is trading @ 5.28%.

SOFR Option Trades to Note this Week

Scroll or swipe horizontally to see all columns →

Trade Action Ref
sfrv6 9568 9562 pspaper sold 20k @ 3.87595.625
sfrv6 9568 9562 9556 p treepaper paid 1 10kx +1 leg95.61
sfrv6 9650 cpaper paid .5 10kx95.76
sfrv6 9600 9606 cspaper sold 15k @ .25
sfrv6 9575 9587 9600 9612 c condpaper paid 4.25 15kx95.775
sfrv6 9600 9625 cspaper paid .75 10kx95.76
sfrv6 9556 put (tied 95.605-95.62 d30)paper paid 3.5-3 25kx
sfrx6 9581 9593 9606 c flypaper paid 1.75 10kx95.78
sfrx6 9575 9581 9587 9593 c condorpaper paid 1.25-2.25 25kx95.62
sfrx6 sfrz6 9581 9587 cs sprdpaper paid .00 10kx +sfrz695.705
sfrz6 9562 9556 9537 brk p treepaper paid 1.25 5kx95.61
sfrz6 9612 c (tied 95.78 d16)paper paid 2.75 5kx
sfrz6 9568 9556 9543 9531 p condorpaper paid 4.5-5.75 20kx95.615-95.625
sfrz6 9568 9556 9543 9531 p condorpaper sold 20k @ 295.79
sfrz6 9568 9587 9606 brk c flypaper paid 3.5 15kx95.615
sfrz6 9612 9600 9587 p fly w/ 9606 9593 9581 p fly stupidpaper sold 7500 @ 195.70
sfrz6 9631 cpaper sold 20k @ .7595.705
sfrz6 9631 cpaper paid 1 15kx95.72
sfrz6 9631 9637 c stupidpaper paid 2.25 15kx95.73
sfrz6 9581 9593 cspaper paid 1.75 10kx95.71
sfrz6 9575 9600 c 1x2paper paid 2.5-3 15kx95.71
sfrz6 9593 9606 9618 c flypaper paid .875 5kx95.695
sfrz6 9562 9550 9543 9531 p condorpaper sold 15k @ 1.759576
sfrz6 9631 9643 cspaper paid .5 20kx95.81
sfrz6 9612 9600 9537 brk p treepaper sold 15k @ 10.5 -1 leg95.70
sfrz6 9612 9600 9537 p tree 1x with sfrh7 9612 c 2x stupidpaper sold 6k @ 1995.705/95.41
sfrf7 9650 cpaper paid 3 10kx95.53
sfrf7 9575 9600 9625 c flypaper paid 3 5kx9557
sfrh7 9600 9612 cspaper paid 1.75 100kx95.515
sfrh7 9550^paper sold 2k @ 4695.505
sfrh7 9537 9562 9612 c flypaper sold 20k @ .75-.7595.54
sfrh7 9550 9531 pspaper paid 10.25 10kx95.335
sfrh7 9537 ^paper paid 47.75 5k9556
sfrh7 9531 ^paper paid 47.25-48 3kx95.30
sfrh7 9550 9575 9600 c treepaper paid 1.5-1.75 5kx95.32
sfrh7 9550 p (tied 95.315 d60)paper sold 5k @ 32.75
sfrh7 9562 9500 ps (tied 95.37 d40)paper sold 15k @ 27.595.37
sfrh7 9612 c (tied 95.405 d16)paper sold 10k @ 4
sfrh7 9593 9618 cs (tied 95.39 d06)paper paid 2 8kx95.395
sfrh7 9525 9550 9575 c-tree vs 9562 9587 9612 c-tree sprdpaper sold 10k 1.5 to .5 (-52/55/57)95.51
sfrm7 9875 cpaper paid 1-1.5 30kx95.21
sfrm7 9475 9500 cspaper paid 16-16.25 50kx95.12
sfrm7 9625 9700 c 2x3paper paid 3.5-4 25kx95.115
sfrm7 95.25^paper paid 66 2kx95.27
sfrm7 9662 9737 c 2x3paper paid 2.25 10kx +2 leg95.14
sfru7 9475 9500 cspaper paid 15-15.25 50kx95.06-95.09
sfru7 9562 9612 cspaper paid 10.75 20kx95.175
sfrz7 9625 9700 cspaper paid 7 10kx95.11
sfrz7 9562 9612 cspaper paid 11.75 20kx95.155
sfrz7 9562 9612 cs (tied 95.27 d10)paper paid 13.5 5kx
sfrz7 9512 ^paper paid 98 2.5kx9517
sfrz7 9425 9625 rr (tied 95.25 d36)paper paid .00 3kx +c
sfrh8 9537 (tied 95.08 d36)paper paid 41.5 3kx
0qv6 9562 cpaper sold 20k @ 295.25
0qz6 9400 9375 p 1x2paper sold 5k @ .5 -2 legs95.12
0qh7 9462 9450 pspaper paid 2.5 50kx95.175
0qh7 9537 9562 cs vs 9487 9462 pspaper paid .5 5kx +cs tied 95.11
0qh7 9512 ^paper sold 4k @ 65-6495.10
0qh7 9518 ^paper sold 4k @ 62.5-6295.115
0qh7 9512 2qh7 9518 ^ stupidpaper sold 2.5k @ 125.5
0qh7 9537 9575 cs 4x5paper paid 33.5 250095.16
0qm7 9650 9675 cspaper paid 1.75-2.25 20kx95.16/95.25
2qz6 9537 9562 cs vs 9487 9450 pspaper paid 2.5 10kx cs95.23
2qh7 9650 cpaper paid 3 30kx95.23
2qm7 9512 9562 cs (tied 95.185 d24)paper paid 21.5 5kx
3qg7 9550 ^paper paid 54.5 2500x95.25
3qh7 9550 c (tied 9518.5 d30)paper paid 15.5 8kx
3qu7 9550 c (tied 95.20 d38)paper paid 27 5kx

This data, information, and associated comments are provided for information and distribution only as permitted by law.  It has been prepared for Institutional Investors only and not for retail.  This material is neither an offer to sell or a solicitation of an offer to buy any security.  Further, all statements and expressions are the opinion of the author(s) only and are not meant to be a solicitation or recommendation to buy, hold, or sell securities. The information herein is not intended to predict actual results, which may differ substantially from those reflected in the material.  The information presented herein and on any related website(s) has been obtained from sources believed to be reliable, but its accuracy is not guaranteed. Past performance is not indicative of future results. 

Trading futures or related securities involves the risk of principal and could further result in losses greater than the original investment or the funds in an account.  The investor is responsible for all financial risks associated with an investment.  You should not engage in trading unless and until you fully understand the transaction(s) and the extent of the financial exposure to losses exceeding principal investment.  You should always consult your registered investment advisor before making any investment in futures or other levered products.  Futures and options trading involves substantial risk and is only appropriate for those who have the qualifications, understanding, and risk capital for such investments.  Additionally, in making an investment decision, individuals should always rely on their own examination of the offering and the principals involved in the investment vehicle, including the terms of the investment agreement and the merits or risks involved in such investments. 

Trean Group is a member of the NFA, registered as an Independent Introducing Broker (IIB).  The third-party content contained herein is provided for informational purposes only and has not been independently verified by Trean Group for its accuracy or completeness.  Additional information is available upon request.