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BLOCK, SOFR Ratio Put Condor, Rate Hike Hedge

  • +6,300 SFRQ2 97.25/97.43/97.50/97.62 2x2x1x1 put condors, 0.75 net cr/belly over at 0950:28ET -- structure also traded 2,500 for 1.0. Loading up on downside/rate hike insurance with SFRU2 futures trading 97.65 (-0.075)

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