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BLOCK, Large Jun'23 3M, Jul/Aug'23 1M Futures Spread

STIR FUTURES
  • Package posted at 1156:11ET, checking with trading desks, but appears to be 3M bought vs. 1M futures:
  • 30,000 SFRM3 94.7575, through the 94.755 post-time offer
  • 9,000 SERN3 94.84 post-time offer
  • 9,000 SERQ3 94.735 post-time bid

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