December 31, 2024 14:10 GMT
STIR FUTURES: BLOCK: Jun'25 SOFR 1Y Bundle
STIR FUTURES
Total 6,000 SFRM5 1Y bundles (SFRM5-SFRH6) from 0857ET to 0903ET, 4,000 crossed +0.015, 2,000 +0.010. Most likely swap-tied selling with spds running wider in the short end.
27 words