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BLOCK, Mar'23 SOFR Sale

  • -5,000 SFRH3 95.165, post-time bid at 0808:10ET, 95.165 last (-0.005).
  • Note on Wed's large 49k SFRZ3/SFRZ4 spd Block at -1.46: steepener sees Red Dec'24 SOFR OI decline by 44,294 vs. gain of 880 in Dec'23 SOFR.

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