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BLOCK Update

FED FUNDS FUTURES

CME Group runs correction on the Jan/May serial spd crossed at 1135:00ET, significantly smaller (not the 24,400 orignally posted)

  • 2,400 FFF3 at 95.55, post-time offer vs.
  • 2,400 FFK3 at 95.12, through 95.115 post-time offer

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