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BLOCK: SOFR Calendar Call Spd Strip

STIR
Ratio call spd strip blocked at 1049:49ET
  • total 5,000 SFRF3 96.75/97.25 1x2 call spds, 0.0 w/
  • total 5,000 SFRH3 96.75/97.25 1x2 call spds, 4.0

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