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BLOCK, Mar'24 SOFR Risk Reversal

STIR
  • total 10,000 SFRH4 94.50/95.50 call over risk reversal, 0.0 ref 94.76/0.53% from 0812-0819ET.
  • On screen soon after, 10,350 SFRH4 95.25 calls, 5,3000 SFRH4 95.75 calls.

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