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BLOCK, Dec SOFR Calendar Fly

STIR FUTURES
  • Red/Green/Blue Dec SOFR calendar fly posted at 0719:56ET:
  • 2,445 SFRZ4 96.025
  • 4,890 SFRZ5 96.565
  • 2,445 SFRZ6 96.680. All three legs at or below (Red Dec) post-time bids.

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